ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 07-Jul-2015

Day Change Summary
	Previous	Current
	06-Jul-2015	07-Jul-2015	Change	Change %	Previous Week
Open	119-290	119-185	-0-105	-0.3%	119-085
High	119-300	120-015	0-035	0.1%	119-190
Low	119-052	119-160	0-108	0.3%	118-227
Close	119-210	119-257	0-047	0.1%	119-057
Range	0-248	0-175	-0-073	-29.4%	0-283
ATR	0-147	0-149	0-002	1.4%	0-000
Volume	663,288	676,339	13,051	2.0%	2,929,662

Daily Pivots for day following 07-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-136	121-051	120-033
R3	120-281	120-196	119-305
R2	120-106	120-106	119-289
R1	120-021	120-021	119-273	120-064
PP	119-251	119-251	119-251	119-272
S1	119-166	119-166	119-241	119-208
S2	119-076	119-076	119-225
S3	118-221	118-311	119-209
S4	118-046	118-136	119-161

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-260	121-122	119-213
R3	120-297	120-159	119-135
R2	120-014	120-014	119-109
R1	119-196	119-196	119-083	119-124
PP	119-051	119-051	119-051	119-015
S1	118-233	118-233	119-031	118-160
S2	118-088	118-088	119-005
S3	117-125	117-270	118-299
S4	116-162	116-307	118-221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-015	118-227	1-108	1.1%	0-169	0.4%	82%	True	False	677,345
10	120-015	118-185	1-150	1.2%	0-144	0.4%	83%	True	False	640,109
20	120-015	118-037	1-298	1.6%	0-137	0.4%	87%	True	False	644,975
40	120-015	118-037	1-298	1.6%	0-134	0.3%	87%	True	False	555,569
60	120-080	118-037	2-043	1.8%	0-107	0.3%	79%	False	False	370,670

Crabel Price Patterns
NR	True
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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-119
2.618	121-153
1.618	120-298
1.000	120-190
0.618	120-123
HIGH	120-015
0.618	119-268
0.500	119-248
0.382	119-227
LOW	119-160
0.618	119-052
1.000	118-305
1.618	118-197
2.618	118-022
4.250	117-056

Fisher Pivots for day following 07-Jul-2015
Pivot	1 day	3 day
R1	119-254	119-212
PP	119-251	119-166
S1	119-248	119-121

Download as Excel Spreadsheet

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

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