ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	119-230	119-187	-0-043	-0.1%	119-045
High	119-232	119-205	-0-027	-0.1%	119-172
Low	119-160	119-132	-0-028	-0.1%	118-277
Close	119-202	119-175	-0-027	-0.1%	119-135
Range	0-072	0-073	0-001	1.4%	0-215
ATR	0-121	0-118	-0-003	-2.8%	0-000
Volume	461,553	562,970	101,417	22.0%	2,448,553

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-070	120-035	119-215
R3	119-317	119-282	119-195
R2	119-244	119-244	119-188
R1	119-209	119-209	119-182	119-190
PP	119-171	119-171	119-171	119-161
S1	119-136	119-136	119-168	119-117
S2	119-098	119-098	119-162
S3	119-025	119-063	119-155
S4	118-272	118-310	119-135

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-093	121-009	119-253
R3	120-198	120-114	119-194
R2	119-303	119-303	119-174
R1	119-219	119-219	119-155	119-261
PP	119-088	119-088	119-088	119-109
S1	119-004	119-004	119-115	119-046
S2	118-193	118-193	119-096
S3	117-298	118-109	119-076
S4	117-083	117-214	119-017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-247	119-010	0-237	0.6%	0-088	0.2%	70%	False	False	497,988
10	119-247	118-277	0-290	0.8%	0-088	0.2%	75%	False	False	494,675
20	120-017	118-227	1-110	1.1%	0-126	0.3%	62%	False	False	552,488
40	120-017	118-037	1-300	1.6%	0-129	0.3%	74%	False	False	615,473
60	120-017	118-037	1-300	1.6%	0-126	0.3%	74%	False	False	511,796
80	120-080	118-037	2-043	1.8%	0-103	0.3%	67%	False	False	383,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-195
2.618	120-076
1.618	120-003
1.000	119-278
0.618	119-250
HIGH	119-205
0.618	119-177
0.500	119-168
0.382	119-160
LOW	119-132
0.618	119-087
1.000	119-059
1.618	119-014
2.618	118-261
4.250	118-142

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	119-173	119-190
PP	119-171	119-185
S1	119-168	119-180

Download as Excel Spreadsheet

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

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