ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 119-160 119-155 -0-005 0.0% 119-140
High 119-162 119-302 0-140 0.4% 119-302
Low 119-065 119-105 0-040 0.1% 119-065
Close 119-150 119-270 0-120 0.3% 119-270
Range 0-097 0-197 0-100 103.1% 0-237
ATR 0-117 0-123 0-006 4.9% 0-000
Volume 665,190 947,947 282,757 42.5% 3,073,219
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 121-177 121-100 120-058
R3 120-300 120-223 120-004
R2 120-103 120-103 119-306
R1 120-026 120-026 119-288 120-064
PP 119-226 119-226 119-226 119-245
S1 119-149 119-149 119-252 119-188
S2 119-029 119-029 119-234
S3 118-152 118-272 119-216
S4 117-275 118-075 119-162
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 121-283 121-194 120-080
R3 121-046 120-277 120-015
R2 120-129 120-129 119-313
R1 120-040 120-040 119-292 120-084
PP 119-212 119-212 119-212 119-235
S1 119-123 119-123 119-248 119-168
S2 118-295 118-295 119-227
S3 118-058 118-206 119-205
S4 117-141 117-289 119-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-302 119-065 0-237 0.6% 0-110 0.3% 86% True False 614,643
10 119-302 118-277 1-025 0.9% 0-100 0.3% 91% True False 552,177
20 120-017 118-277 1-060 1.0% 0-125 0.3% 82% False False 571,412
40 120-017 118-037 1-300 1.6% 0-129 0.3% 89% False False 611,562
60 120-017 118-037 1-300 1.6% 0-128 0.3% 89% False False 538,619
80 120-080 118-037 2-043 1.8% 0-106 0.3% 81% False False 404,110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 122-179
2.618 121-178
1.618 120-301
1.000 120-179
0.618 120-104
HIGH 119-302
0.618 119-227
0.500 119-204
0.382 119-180
LOW 119-105
0.618 118-303
1.000 118-228
1.618 118-106
2.618 117-229
4.250 116-228
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 119-248 119-241
PP 119-226 119-212
S1 119-204 119-184

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

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