ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	119-297	120-032	0-055	0.1%	119-310
High	120-055	120-125	0-070	0.2%	120-125
Low	119-287	119-307	0-020	0.1%	119-240
Close	120-025	120-062	0-037	0.1%	120-062
Range	0-088	0-138	0-050	56.8%	0-205
ATR	0-128	0-129	0-001	0.5%	0-000
Volume	26,514	29,532	3,018	11.4%	426,635

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-152	121-085	120-138
R3	121-014	120-267	120-100
R2	120-196	120-196	120-087
R1	120-129	120-129	120-075	120-162
PP	120-058	120-058	120-058	120-075
S1	119-311	119-311	120-049	120-024
S2	119-240	119-240	120-037
S3	119-102	119-173	120-024
S4	118-284	119-035	119-306

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-011	121-241	120-175
R3	121-126	121-036	120-118
R2	120-241	120-241	120-100
R1	120-151	120-151	120-081	120-196
PP	120-036	120-036	120-036	120-058
S1	119-266	119-266	120-043	119-311
S2	119-151	119-151	120-024
S3	118-266	119-061	120-006
S4	118-061	118-176	119-269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-125	119-240	0-205	0.5%	0-110	0.3%	69%	True	False	85,327
10	121-047	119-240	1-127	1.2%	0-138	0.4%	32%	False	False	844,832
20	121-047	119-132	1-235	1.4%	0-132	0.3%	45%	False	False	725,335
40	121-047	118-277	2-090	1.9%	0-122	0.3%	58%	False	False	645,883
60	121-047	118-122	2-245	2.3%	0-129	0.3%	66%	False	False	643,035
80	121-047	118-037	3-010	2.5%	0-128	0.3%	69%	False	False	623,477
100	121-047	118-037	3-010	2.5%	0-118	0.3%	69%	False	False	499,072

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-072
2.618	121-166
1.618	121-028
1.000	120-263
0.618	120-210
HIGH	120-125
0.618	120-072
0.500	120-056
0.382	120-040
LOW	119-307
0.618	119-222
1.000	119-169
1.618	119-084
2.618	118-266
4.250	118-040

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	120-060	120-054
PP	120-058	120-046
S1	120-056	120-038

Download as Excel Spreadsheet

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

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