ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	119-155	119-285	0-130	0.3%	119-140
High	119-302	120-017	0-035	0.1%	119-302
Low	119-105	119-237	0-132	0.3%	119-065
Close	119-270	119-317	0-047	0.1%	119-270
Range	0-197	0-100	-0-097	-49.2%	0-237
ATR	0-123	0-121	-0-002	-1.3%	0-000
Volume	947,947	506,870	-441,077	-46.5%	3,073,219

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-277	120-237	120-052
R3	120-177	120-137	120-024
R2	120-077	120-077	120-015
R1	120-037	120-037	120-006	120-057
PP	119-297	119-297	119-297	119-307
S1	119-257	119-257	119-308	119-277
S2	119-197	119-197	119-299
S3	119-097	119-157	119-290
S4	118-317	119-057	119-262

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	120-017	119-065	0-272	0.7%	0-108	0.3%	93%	True	False	628,906
10	120-017	118-290	1-047	1.0%	0-100	0.3%	95%	True	False	556,638
20	120-017	118-277	1-060	1.0%	0-117	0.3%	95%	True	False	563,591
40	120-017	118-037	1-300	1.6%	0-125	0.3%	97%	True	False	599,413
60	120-017	118-037	1-300	1.6%	0-129	0.3%	97%	True	False	547,023
80	120-080	118-037	2-043	1.8%	0-108	0.3%	88%	False	False	410,446

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-122
2.618	120-279
1.618	120-179
1.000	120-117
0.618	120-079
HIGH	120-017
0.618	119-299
0.500	119-287
0.382	119-275
LOW	119-237
0.618	119-175
1.000	119-137
1.618	119-075
2.618	118-295
4.250	118-132

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	119-307	119-278
PP	119-297	119-240
S1	119-287	119-201

Download as Excel Spreadsheet

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

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