ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 119-312 119-222 -0-090 -0.2% 119-207
High 120-057 119-260 -0-117 -0.3% 120-127
Low 119-210 119-162 -0-048 -0.1% 119-132
Close 119-225 119-187 -0-038 -0.1% 119-187
Range 0-167 0-098 -0-069 -41.3% 0-315
ATR 0-131 0-129 -0-002 -1.8% 0-000
Volume 687,215 435,744 -251,471 -36.6% 3,054,696
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-177 120-120 119-241
R3 120-079 120-022 119-214
R2 119-301 119-301 119-205
R1 119-244 119-244 119-196 119-224
PP 119-203 119-203 119-203 119-193
S1 119-146 119-146 119-178 119-126
S2 119-105 119-105 119-169
S3 119-007 119-048 119-160
S4 118-229 118-270 119-133
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 122-240 122-049 120-040
R3 121-245 121-054 119-274
R2 120-250 120-250 119-245
R1 120-059 120-059 119-216 119-317
PP 119-255 119-255 119-255 119-224
S1 119-064 119-064 119-158 119-002
S2 118-260 118-260 119-129
S3 117-265 118-069 119-100
S4 116-270 117-074 119-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-127 119-132 0-315 0.8% 0-141 0.4% 17% False False 610,939
10 120-127 119-052 1-075 1.0% 0-133 0.3% 34% False False 612,725
20 120-127 118-277 1-170 1.3% 0-116 0.3% 47% False False 582,451
40 120-127 118-185 1-262 1.5% 0-127 0.3% 55% False False 591,004
60 120-127 118-037 2-090 1.9% 0-128 0.3% 64% False False 639,504
80 120-127 118-037 2-090 1.9% 0-120 0.3% 64% False False 480,676
Crabel Price Patterns
NR True
NR4 True
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 0-029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-036
2.618 120-197
1.618 120-099
1.000 120-038
0.618 120-001
HIGH 119-260
0.618 119-223
0.500 119-211
0.382 119-199
LOW 119-162
0.618 119-101
1.000 119-064
1.618 119-003
2.618 118-225
4.250 118-066
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 119-211 119-304
PP 119-203 119-265
S1 119-195 119-226

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

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