ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 119-157 119-105 -0-052 -0.1% 119-140
High 119-182 119-175 -0-007 0.0% 119-302
Low 119-052 119-097 0-045 0.1% 119-065
Close 119-105 119-150 0-045 0.1% 119-270
Range 0-130 0-078 -0-052 -40.0% 0-237
ATR 0-125 0-122 -0-003 -2.7% 0-000
Volume 816,922 435,692 -381,230 -46.7% 3,073,219
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-055 120-020 119-193
R3 119-297 119-262 119-171
R2 119-219 119-219 119-164
R1 119-184 119-184 119-157 119-202
PP 119-141 119-141 119-141 119-149
S1 119-106 119-106 119-143 119-124
S2 119-063 119-063 119-136
S3 118-305 119-028 119-129
S4 118-227 118-270 119-107
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
5 120-017 119-052 0-285 0.7% 0-136 0.4% 34% False False 663,036
10 120-017 119-052 0-285 0.7% 0-111 0.3% 34% False False 593,589
20 120-017 118-277 1-060 1.0% 0-113 0.3% 51% False False 563,159
40 120-017 118-037 1-300 1.6% 0-127 0.3% 70% False False 602,793
60 120-017 118-037 1-300 1.6% 0-126 0.3% 70% False False 577,841
80 120-080 118-037 2-043 1.8% 0-112 0.3% 63% False False 433,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-186
2.618 120-059
1.618 119-301
1.000 119-253
0.618 119-223
HIGH 119-175
0.618 119-145
0.500 119-136
0.382 119-127
LOW 119-097
0.618 119-049
1.000 119-019
1.618 118-291
2.618 118-213
4.250 118-086
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 119-145 119-186
PP 119-141 119-174
S1 119-136 119-162

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

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