ECBOT 10 Year T-Note Future March 2016

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	128-250	128-195	-0-055	-0.1%	127-305
High	128-260	128-195	-0-065	-0.2%	129-195
Low	128-080	128-005	-0-075	-0.2%	127-305
Close	128-135	128-025	-0-110	-0.3%	128-305
Range	0-180	0-190	0-010	5.6%	1-210
ATR	0-155	0-158	0-002	1.6%	0-000
Volume

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-005	129-205	128-130
R3	129-135	129-015	128-077
R2	128-265	128-265	128-060
R1	128-145	128-145	128-042	128-110
PP	128-075	128-075	128-075	128-057
S1	127-275	127-275	128-008	127-240
S2	127-205	127-205	127-310
S3	127-015	127-085	127-293
S4	126-145	126-215	127-240

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-258	133-012	129-277
R3	132-048	131-122	129-131
R2	130-158	130-158	129-082
R1	129-232	129-232	129-034	130-035
PP	128-268	128-268	128-268	129-010
S1	128-022	128-022	128-256	128-145
S2	127-058	127-058	128-208
S3	125-168	126-132	128-159
S4	123-278	124-242	128-013

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-195	128-005	1-190	1.2%	0-182	0.4%	4%	False	True	389
10	129-195	127-055	2-140	1.9%	0-137	0.3%	37%	False	False	221
20	129-195	126-005	3-190	2.8%	0-071	0.2%	57%	False	False	110
40	129-195	126-005	3-190	2.8%	0-035	0.1%	57%	False	False	55
60	129-195	124-175	5-020	4.0%	0-024	0.1%	70%	False	False	36
80	129-195	123-180	6-015	4.7%	0-018	0.0%	75%	False	False	27

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	0-026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-043
2.618	130-052
1.618	129-182
1.000	129-065
0.618	128-312
HIGH	128-195
0.618	128-122
0.500	128-100
0.382	128-078
LOW	128-005
0.618	127-208
1.000	127-135
1.618	127-018
2.618	126-148
4.250	125-157

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	128-100	128-132
PP	128-075	128-097
S1	128-050	128-061

Download as Excel Spreadsheet

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

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