ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	119-105	119-150	0-045	0.1%	119-285
High	119-175	119-230	0-055	0.1%	120-017
Low	119-097	119-090	-0-007	0.0%	119-052
Close	119-150	119-195	0-045	0.1%	119-195
Range	0-078	0-140	0-062	79.5%	0-285
ATR	0-122	0-123	0-001	1.1%	0-000
Volume	435,692	705,321	269,629	61.9%	3,072,556

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-272	120-213	119-272
R3	120-132	120-073	119-234
R2	119-312	119-312	119-221
R1	119-253	119-253	119-208	119-282
PP	119-172	119-172	119-172	119-186
S1	119-113	119-113	119-182	119-142
S2	119-032	119-032	119-169
S3	118-212	118-293	119-156
S4	118-072	118-153	119-118

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-090	121-267	120-032
R3	121-125	120-302	119-273
R2	120-160	120-160	119-247
R1	120-017	120-017	119-221	119-266
PP	119-195	119-195	119-195	119-159
S1	119-052	119-052	119-169	118-301
S2	118-230	118-230	119-143
S3	117-265	118-087	119-117
S4	116-300	117-122	119-038

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%	0-124	0.3%	50%	False	False	614,511
10	120-017	119-052	0-285	0.7%	0-117	0.3%	50%	False	False	614,577
20	120-017	118-277	1-060	1.0%	0-112	0.3%	63%	False	False	566,431
40	120-017	118-122	1-215	1.4%	0-127	0.3%	73%	False	False	601,886
60	120-017	118-037	1-300	1.6%	0-127	0.3%	77%	False	False	589,525
80	120-080	118-037	2-043	1.8%	0-114	0.3%	70%	False	False	442,507

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-185
2.618	120-277
1.618	120-137
1.000	120-050
0.618	119-317
HIGH	119-230
0.618	119-177
0.500	119-160
0.382	119-143
LOW	119-090
0.618	119-003
1.000	118-270
1.618	118-183
2.618	118-043
4.250	117-135

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	119-183	119-177
PP	119-172	119-159
S1	119-160	119-141

Download as Excel Spreadsheet

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

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