ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 02-Oct-2015

Day Change Summary
	Previous	Current
	01-Oct-2015	02-Oct-2015	Change	Change %	Previous Week
Open	128-280	128-255	-0-025	-0.1%	127-285
High	129-010	130-005	0-315	0.8%	130-005
Low	128-185	128-190	0-005	0.0%	127-265
Close	128-240	129-110	0-190	0.5%	129-110
Range	0-145	1-135	0-310	213.8%	2-060
ATR	0-206	0-224	0-018	8.6%	0-000
Volume	1,262,564	1,920,484	657,920	52.1%	6,835,338

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-187	132-283	130-040
R3	132-052	131-148	129-235
R2	130-237	130-237	129-193
R1	130-013	130-013	129-152	130-125
PP	129-102	129-102	129-102	129-158
S1	128-198	128-198	129-068	128-310
S2	127-287	127-287	129-027
S3	126-152	127-063	128-305
S4	125-017	125-248	128-180

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	135-200	134-215	130-175
R3	133-140	132-155	129-302
R2	131-080	131-080	129-238
R1	130-095	130-095	129-174	130-248
PP	129-020	129-020	129-020	129-096
S1	128-035	128-035	129-046	128-188
S2	126-280	126-280	128-302
S3	124-220	125-295	128-238
S4	122-160	123-235	128-045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-005	127-265	2-060	1.7%	0-237	0.6%	69%	True	False	1,367,067
10	130-005	127-105	2-220	2.1%	0-219	0.5%	75%	True	False	1,193,191
20	130-005	126-165	3-160	2.7%	0-212	0.5%	81%	True	False	1,094,925
40	130-005	126-030	3-295	3.0%	0-223	0.5%	83%	True	False	783,342
60	130-005	124-160	5-165	4.3%	0-198	0.5%	88%	True	False	522,994
80	130-005	124-000	6-005	4.7%	0-166	0.4%	89%	True	False	392,266
100	130-005	123-310	6-015	4.7%	0-138	0.3%	89%	True	False	313,813
120	130-005	123-310	6-015	4.7%	0-115	0.3%	89%	True	False	261,511

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 125 trading days

Fibonacci Retracements and Extensions
4.250	136-019
2.618	133-236
1.618	132-101
1.000	131-140
0.618	130-286
HIGH	130-005
0.618	129-151
0.500	129-098
0.382	129-044
LOW	128-190
0.618	127-229
1.000	127-055
1.618	126-094
2.618	124-279
4.250	122-176

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	129-106	129-092
PP	129-102	129-075
S1	129-098	129-058

Download as Excel Spreadsheet

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

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