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

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

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