ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	119-290	119-312	0-022	0.1%	119-285
High	120-127	120-057	-0-070	-0.2%	120-017
Low	119-272	119-210	-0-062	-0.2%	119-052
Close	120-012	119-225	-0-107	-0.3%	119-195
Range	0-175	0-167	-0-008	-4.6%	0-285
ATR	0-129	0-131	0-003	2.1%	0-000
Volume	785,794	687,215	-98,579	-12.5%	3,072,556

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-132	121-025	119-317
R3	120-285	120-178	119-271
R2	120-118	120-118	119-256
R1	120-011	120-011	119-240	119-301
PP	119-271	119-271	119-271	119-256
S1	119-164	119-164	119-210	119-134
S2	119-104	119-104	119-194
S3	118-257	118-317	119-179
S4	118-090	118-150	119-133

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%	0-150	0.4%	38%	False	False	664,854
10	120-127	119-052	1-075	1.0%	0-143	0.4%	44%	False	False	663,945
20	120-127	118-277	1-170	1.3%	0-115	0.3%	55%	False	False	587,857
40	120-127	118-185	1-262	1.5%	0-129	0.3%	62%	False	False	602,754
60	120-127	118-037	2-090	1.9%	0-128	0.3%	70%	False	False	632,542
80	120-127	118-037	2-090	1.9%	0-119	0.3%	70%	False	False	475,230

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	0-030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-127
2.618	121-174
1.618	121-007
1.000	120-224
0.618	120-160
HIGH	120-057
0.618	119-313
0.500	119-294
0.382	119-274
LOW	119-210
0.618	119-107
1.000	119-043
1.618	118-260
2.618	118-093
4.250	117-140

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	119-294	119-298
PP	119-271	119-274
S1	119-248	119-250

Download as Excel Spreadsheet

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

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