ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 30-Jul-2015

Day Change Summary
	Previous	Current
	29-Jul-2015	30-Jul-2015	Change	Change %	Previous Week
Open	119-187	119-160	-0-027	-0.1%	119-045
High	119-205	119-162	-0-043	-0.1%	119-172
Low	119-132	119-065	-0-067	-0.2%	118-277
Close	119-175	119-150	-0-025	-0.1%	119-135
Range	0-073	0-097	0-024	32.9%	0-215
ATR	0-118	0-117	-0-001	-0.5%	0-000
Volume	562,970	665,190	102,220	18.2%	2,448,553

Daily Pivots for day following 30-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-097	120-060	119-203
R3	120-000	119-283	119-177
R2	119-223	119-223	119-168
R1	119-186	119-186	119-159	119-156
PP	119-126	119-126	119-126	119-110
S1	119-089	119-089	119-141	119-059
S2	119-029	119-029	119-132
S3	118-252	118-312	119-123
S4	118-155	118-215	119-097

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	119-065	0-182	0.5%	0-087	0.2%	47%	False	True	524,142
10	119-247	118-277	0-290	0.8%	0-088	0.2%	67%	False	False	511,768
20	120-017	118-227	1-110	1.1%	0-124	0.3%	57%	False	False	555,576
40	120-017	118-037	1-300	1.6%	0-128	0.3%	70%	False	False	610,034
60	120-017	118-037	1-300	1.6%	0-126	0.3%	70%	False	False	522,836
80	120-080	118-037	2-043	1.8%	0-104	0.3%	63%	False	False	392,261

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-254
2.618	120-096
1.618	119-319
1.000	119-259
0.618	119-222
HIGH	119-162
0.618	119-125
0.500	119-114
0.382	119-102
LOW	119-065
0.618	119-005
1.000	118-288
1.618	118-228
2.618	118-131
4.250	117-293

Fisher Pivots for day following 30-Jul-2015
Pivot	1 day	3 day
R1	119-138	119-150
PP	119-126	119-149
S1	119-114	119-148

Download as Excel Spreadsheet

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

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