ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	128-250	128-280	0-030	0.1%	127-290
High	128-295	129-010	0-035	0.1%	128-150
Low	128-110	128-185	0-075	0.2%	127-105
Close	128-235	128-240	0-005	0.0%	127-270
Range	0-185	0-145	-0-040	-21.6%	1-045
ATR	0-211	0-206	-0-005	-2.2%	0-000
Volume	1,276,596	1,262,564	-14,032	-1.1%	5,096,577

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-047	129-288	129-000
R3	129-222	129-143	128-280
R2	129-077	129-077	128-267
R1	128-318	128-318	128-253	128-285
PP	128-252	128-252	128-252	128-235
S1	128-173	128-173	128-227	128-140
S2	128-107	128-107	128-213
S3	127-282	128-028	128-200
S4	127-137	127-203	128-160

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-097	130-228	128-151
R3	130-052	129-183	128-050
R2	129-007	129-007	128-017
R1	128-138	128-138	127-303	128-050
PP	127-282	127-282	127-282	127-238
S1	127-093	127-093	127-237	127-005
S2	126-237	126-237	127-203
S3	125-192	126-048	127-170
S4	124-147	125-003	127-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-010	127-140	1-190	1.2%	0-181	0.4%	82%	True	False	1,223,431
10	129-010	127-105	1-225	1.3%	0-192	0.5%	83%	True	False	1,111,476
20	129-010	126-165	2-165	2.0%	0-196	0.5%	89%	True	False	1,046,685
40	129-110	125-310	3-120	2.6%	0-215	0.5%	82%	False	False	735,420
60	129-110	124-160	4-270	3.8%	0-196	0.5%	88%	False	False	491,007
80	129-110	123-310	5-120	4.2%	0-161	0.4%	89%	False	False	368,260
100	129-110	123-310	5-120	4.2%	0-134	0.3%	89%	False	False	294,608
120	129-110	123-310	5-120	4.2%	0-111	0.3%	89%	False	False	245,507

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	130-306
2.618	130-070
1.618	129-245
1.000	129-155
0.618	129-100
HIGH	129-010
0.618	128-275
0.500	128-258
0.382	128-240
LOW	128-185
0.618	128-095
1.000	128-040
1.618	127-270
2.618	127-125
4.250	126-209

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	128-258	128-229
PP	128-252	128-218
S1	128-246	128-208

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols