ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 126-210 127-010 0-120 0.3% 126-250
High 126-210 127-010 0-120 0.3% 127-010
Low 126-210 127-010 0-120 0.3% 126-210
Close 126-210 127-010 0-120 0.3% 127-010
Range
ATR 0-105 0-106 0-001 1.0% 0-000
Volume
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 127-010 127-010 127-010
R3 127-010 127-010 127-010
R2 127-010 127-010 127-010
R1 127-010 127-010 127-010 127-010
PP 127-010 127-010 127-010 127-010
S1 127-010 127-010 127-010 127-010
S2 127-010 127-010 127-010
S3 127-010 127-010 127-010
S4 127-010 127-010 127-010
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 128-010 127-290 127-076
R3 127-210 127-170 127-043
R2 127-090 127-090 127-032
R1 127-050 127-050 127-021 127-070
PP 126-290 126-290 126-290 126-300
S1 126-250 126-250 126-319 126-270
S2 126-170 126-170 126-308
S3 126-050 126-130 126-297
S4 125-250 126-010 126-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-080 126-210 0-190 0.5% 0-000 0.0% 63% False False
10 127-080 126-180 0-220 0.5% 0-000 0.0% 68% False False
20 128-040 126-070 1-290 1.5% 0-000 0.0% 43% False False
40 128-040 124-175 3-185 2.8% 0-000 0.0% 69% False False
60 128-040 123-180 4-180 3.6% 0-000 0.0% 76% False 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
4.250 127-010
2.618 127-010
1.618 127-010
1.000 127-010
0.618 127-010
HIGH 127-010
0.618 127-010
0.500 127-010
0.382 127-010
LOW 127-010
0.618 127-010
1.000 127-010
1.618 127-010
2.618 127-010
4.250 127-010
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 127-010 126-310
PP 127-010 126-290
S1 127-010 126-270

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

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