ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	119-185	119-220	0-035	0.1%	119-085
High	120-015	120-012	-0-003	0.0%	119-190
Low	119-160	119-210	0-050	0.1%	118-227
Close	119-257	119-317	0-060	0.2%	119-057
Range	0-175	0-122	-0-053	-30.3%	0-283
ATR	0-149	0-147	-0-002	-1.3%	0-000
Volume	676,339	640,840	-35,499	-5.2%	2,929,662

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-012	120-287	120-064
R3	120-210	120-165	120-031
R2	120-088	120-088	120-019
R1	120-043	120-043	120-008	120-066
PP	119-286	119-286	119-286	119-298
S1	119-241	119-241	119-306	119-264
S2	119-164	119-164	119-295
S3	119-042	119-119	119-283
S4	118-240	118-317	119-250

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%	0-173	0.4%	96%	False	False	643,022
10	120-015	118-185	1-150	1.2%	0-148	0.4%	96%	False	False	648,651
20	120-015	118-037	1-298	1.6%	0-136	0.4%	97%	False	False	645,300
40	120-015	118-037	1-298	1.6%	0-133	0.3%	97%	False	False	571,495
60	120-080	118-037	2-043	1.8%	0-110	0.3%	88%	False	False	381,351

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-210
2.618	121-011
1.618	120-209
1.000	120-134
0.618	120-087
HIGH	120-012
0.618	119-285
0.500	119-271
0.382	119-257
LOW	119-210
0.618	119-135
1.000	119-088
1.618	119-013
2.618	118-211
4.250	118-012

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	119-302	119-276
PP	119-286	119-235
S1	119-271	119-194

Download as Excel Spreadsheet

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

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