ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	119-160	119-290	0-130	0.3%	119-285
High	120-022	120-127	0-105	0.3%	120-017
Low	119-150	119-272	0-122	0.3%	119-052
Close	119-295	120-012	0-037	0.1%	119-195
Range	0-192	0-175	-0-017	-8.9%	0-285
ATR	0-125	0-129	0-004	2.8%	0-000
Volume	766,474	785,794	19,320	2.5%	3,072,556

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-235	121-139	120-108
R3	121-060	120-284	120-060
R2	120-205	120-205	120-044
R1	120-109	120-109	120-028	120-157
PP	120-030	120-030	120-030	120-054
S1	119-254	119-254	119-316	119-302
S2	119-175	119-175	119-300
S3	119-000	119-079	119-284
S4	118-145	118-224	119-236

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	120-127	119-090	1-037	0.9%	0-132	0.3%	68%	True	False	614,550
10	120-127	119-052	1-075	1.0%	0-136	0.4%	71%	True	False	661,743
20	120-127	118-277	1-170	1.3%	0-112	0.3%	77%	True	False	578,209
40	120-127	118-127	2-000	1.7%	0-131	0.3%	82%	True	False	608,480
60	120-127	118-037	2-090	1.9%	0-129	0.3%	84%	True	False	621,217
80	120-127	118-037	2-090	1.9%	0-117	0.3%	84%	True	False	466,640

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-231
2.618	121-265
1.618	121-090
1.000	120-302
0.618	120-235
HIGH	120-127
0.618	120-060
0.500	120-040
0.382	120-019
LOW	119-272
0.618	119-164
1.000	119-097
1.618	118-309
2.618	118-134
4.250	117-168

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	120-040	119-318
PP	120-030	119-304
S1	120-021	119-290

Download as Excel Spreadsheet

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

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