ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	119-195	119-232	0-037	0.1%	119-207
High	119-275	119-290	0-015	0.0%	120-127
Low	119-190	119-197	0-007	0.0%	119-132
Close	119-255	119-225	-0-030	-0.1%	119-187
Range	0-085	0-093	0-008	9.4%	0-315
ATR	0-126	0-124	-0-002	-1.9%	0-000
Volume	348,190	373,117	24,927	7.2%	3,054,696

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-196	120-144	119-276
R3	120-103	120-051	119-251
R2	120-010	120-010	119-242
R1	119-278	119-278	119-234	119-258
PP	119-237	119-237	119-237	119-227
S1	119-185	119-185	119-216	119-164
S2	119-144	119-144	119-208
S3	119-051	119-092	119-199
S4	118-278	118-319	119-174

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	119-162	0-285	0.7%	0-124	0.3%	22%	False	False	526,012
10	120-127	119-052	1-075	1.0%	0-123	0.3%	44%	False	False	573,393
20	120-127	119-010	1-117	1.1%	0-115	0.3%	49%	False	False	567,974
40	120-127	118-185	1-262	1.5%	0-125	0.3%	62%	False	False	583,457
60	120-127	118-037	2-090	1.9%	0-127	0.3%	70%	False	False	646,126
80	120-127	118-037	2-090	1.9%	0-122	0.3%	70%	False	False	489,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-045
2.618	120-213
1.618	120-120
1.000	120-063
0.618	120-027
HIGH	119-290
0.618	119-254
0.500	119-244
0.382	119-233
LOW	119-197
0.618	119-140
1.000	119-104
1.618	119-047
2.618	118-274
4.250	118-122

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	119-244	119-226
PP	119-237	119-226
S1	119-231	119-225

Download as Excel Spreadsheet

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

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