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

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

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