ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 118-155 118-295 0-140 0.4% 118-060
High 118-155 118-295 0-140 0.4% 118-262
Low 118-155 118-295 0-140 0.4% 118-060
Close 118-155 118-295 0-140 0.4% 118-113
Range
ATR 0-074 0-079 0-005 6.3% 0-000
Volume
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 118-295 118-295 118-295
R3 118-295 118-295 118-295
R2 118-295 118-295 118-295
R1 118-295 118-295 118-295 118-295
PP 118-295 118-295 118-295 118-295
S1 118-295 118-295 118-295 118-295
S2 118-295 118-295 118-295
S3 118-295 118-295 118-295
S4 118-295 118-295 118-295
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-112 119-315 118-224
R3 119-230 119-113 118-168
R2 119-027 119-027 118-150
R1 118-230 118-230 118-131 118-289
PP 118-145 118-145 118-145 118-174
S1 118-028 118-028 118-094 118-086
S2 117-263 117-263 118-075
S3 117-060 117-145 118-057
S4 116-178 116-263 118-001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-295 118-113 0-182 0.5% 0-000 0.0% 100% True False
10 118-295 118-060 0-235 0.6% 0-000 0.0% 100% True False
20 119-027 118-018 1-010 0.9% 0-000 0.0% 84% False False
40 119-118 118-007 1-110 1.1% 0-000 0.0% 67% 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
4.250 118-295
2.618 118-295
1.618 118-295
1.000 118-295
0.618 118-295
HIGH 118-295
0.618 118-295
0.500 118-295
0.382 118-295
LOW 118-295
0.618 118-295
1.000 118-295
1.618 118-295
2.618 118-295
4.250 118-295
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 118-295 118-272
PP 118-295 118-248
S1 118-295 118-225

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

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