ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 127-075 127-190 0-115 0.3% 126-200
High 127-075 127-190 0-115 0.3% 127-190
Low 127-075 127-190 0-115 0.3% 126-100
Close 127-075 127-190 0-115 0.3% 127-190
Range
ATR 0-125 0-125 -0-001 -0.6% 0-000
Volume
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 127-190 127-190 127-190
R3 127-190 127-190 127-190
R2 127-190 127-190 127-190
R1 127-190 127-190 127-190 127-190
PP 127-190 127-190 127-190 127-190
S1 127-190 127-190 127-190 127-190
S2 127-190 127-190 127-190
S3 127-190 127-190 127-190
S4 127-190 127-190 127-190
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 131-003 130-187 128-096
R3 129-233 129-097 127-303
R2 128-143 128-143 127-265
R1 128-007 128-007 127-228 128-075
PP 127-053 127-053 127-053 127-088
S1 126-237 126-237 127-152 126-305
S2 125-283 125-283 127-115
S3 124-193 125-147 127-077
S4 123-103 124-057 126-285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-190 126-100 1-090 1.0% 0-000 0.0% 100% True False
10 127-190 125-255 1-255 1.4% 0-000 0.0% 100% True False
20 127-190 125-165 2-025 1.6% 0-000 0.0% 100% True False
40 127-190 123-180 4-010 3.2% 0-000 0.0% 100% True False
60 127-190 123-160 4-030 3.2% 0-000 0.0% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0-000
Fibonacci Retracements and Extensions
4.250 127-190
2.618 127-190
1.618 127-190
1.000 127-190
0.618 127-190
HIGH 127-190
0.618 127-190
0.500 127-190
0.382 127-190
LOW 127-190
0.618 127-190
1.000 127-190
1.618 127-190
2.618 127-190
4.250 127-190
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 127-190 127-157
PP 127-190 127-123
S1 127-190 127-090

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

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