ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 08-Oct-2015

Day Change Summary
	Previous	Current
	07-Oct-2015	08-Oct-2015	Change	Change %	Previous Week
Open	129-020	128-230	-0-110	-0.3%	127-285
High	129-040	129-020	-0-020	0.0%	130-005
Low	128-195	128-115	-0-080	-0.2%	127-265
Close	128-260	128-150	-0-110	-0.3%	129-110
Range	0-165	0-225	0-060	36.4%	2-060
ATR	0-213	0-214	0-001	0.4%	0-000
Volume	987,294	1,181,806	194,512	19.7%	6,835,338

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-237	130-098	128-274
R3	130-012	129-193	128-212
R2	129-107	129-107	128-191
R1	128-288	128-288	128-171	128-245
PP	128-202	128-202	128-202	128-180
S1	128-063	128-063	128-129	128-020
S2	127-297	127-297	128-109
S3	127-072	127-158	128-088
S4	126-167	126-253	128-026

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	128-115	1-210	1.3%	0-239	0.6%	7%	False	True	1,209,171
10	130-005	127-140	2-185	2.0%	0-210	0.5%	40%	False	False	1,216,301
20	130-005	126-165	3-160	2.7%	0-210	0.5%	56%	False	False	1,083,876
40	130-005	126-160	3-165	2.7%	0-214	0.5%	56%	False	False	885,414
60	130-005	124-280	5-045	4.0%	0-199	0.5%	70%	False	False	591,683
80	130-005	124-000	6-005	4.7%	0-175	0.4%	74%	False	False	443,833
100	130-005	123-310	6-015	4.7%	0-145	0.4%	74%	False	False	355,067
120	130-005	123-310	6-015	4.7%	0-121	0.3%	74%	False	False	295,889

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-049
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132-016
2.618	130-289
1.618	130-064
1.000	129-245
0.618	129-159
HIGH	129-020
0.618	128-254
0.500	128-228
0.382	128-201
LOW	128-115
0.618	127-296
1.000	127-210
1.618	127-071
2.618	126-166
4.250	125-119

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	128-228	128-238
PP	128-202	128-208
S1	128-176	128-179

Download as Excel Spreadsheet

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

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