ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 119-222 119-195 -0-027 -0.1% 119-207
High 119-260 119-275 0-015 0.0% 120-127
Low 119-162 119-190 0-028 0.1% 119-132
Close 119-187 119-255 0-068 0.2% 119-187
Range 0-098 0-085 -0-013 -13.3% 0-315
ATR 0-129 0-126 -0-003 -2.3% 0-000
Volume 435,744 348,190 -87,554 -20.1% 3,054,696
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-175 120-140 119-302
R3 120-090 120-055 119-278
R2 120-005 120-005 119-271
R1 119-290 119-290 119-263 119-308
PP 119-240 119-240 119-240 119-249
S1 119-205 119-205 119-247 119-222
S2 119-155 119-155 119-239
S3 119-070 119-120 119-232
S4 118-305 119-035 119-208
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
5 120-127 119-150 0-297 0.8% 0-143 0.4% 35% False False 604,683
10 120-127 119-052 1-075 1.0% 0-131 0.3% 51% False False 596,857
20 120-127 118-290 1-157 1.2% 0-116 0.3% 60% False False 576,747
40 120-127 118-185 1-262 1.5% 0-126 0.3% 67% False False 586,093
60 120-127 118-037 2-090 1.9% 0-128 0.3% 74% False False 643,395
80 120-127 118-037 2-090 1.9% 0-121 0.3% 74% False False 485,028
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 120-316
2.618 120-178
1.618 120-093
1.000 120-040
0.618 120-008
HIGH 119-275
0.618 119-243
0.500 119-232
0.382 119-222
LOW 119-190
0.618 119-137
1.000 119-105
1.618 119-052
2.618 118-287
4.250 118-149
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 119-248 119-270
PP 119-240 119-265
S1 119-232 119-260

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

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