ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 19-Aug-2015

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	119-232	119-222	-0-010	0.0%	119-207
High	119-290	120-052	0-082	0.2%	120-127
Low	119-197	119-167	-0-030	-0.1%	119-132
Close	119-225	120-035	0-130	0.3%	119-187
Range	0-093	0-205	0-112	120.4%	0-315
ATR	0-124	0-130	0-006	4.7%	0-000
Volume	373,117	830,208	457,091	122.5%	3,054,696

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-273	121-199	120-148
R3	121-068	120-314	120-091
R2	120-183	120-183	120-073
R1	120-109	120-109	120-054	120-146
PP	119-298	119-298	119-298	119-316
S1	119-224	119-224	120-016	119-261
S2	119-093	119-093	119-317
S3	118-208	119-019	119-299
S4	118-003	118-134	119-242

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	120-057	119-162	0-215	0.6%	0-130	0.3%	90%	False	False	534,894
10	120-127	119-090	1-037	0.9%	0-131	0.3%	74%	False	False	574,722
20	120-127	119-010	1-117	1.1%	0-122	0.3%	79%	False	False	589,092
40	120-127	118-185	1-262	1.5%	0-128	0.3%	84%	False	False	590,326
60	120-127	118-037	2-090	1.9%	0-128	0.3%	87%	False	False	640,439
80	120-127	118-037	2-090	1.9%	0-124	0.3%	87%	False	False	500,064

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	122-283
2.618	121-269
1.618	121-064
1.000	120-257
0.618	120-179
HIGH	120-052
0.618	119-294
0.500	119-270
0.382	119-245
LOW	119-167
0.618	119-040
1.000	118-282
1.618	118-155
2.618	117-270
4.250	116-256

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	120-006	120-006
PP	119-298	119-298
S1	119-270	119-270

Download as Excel Spreadsheet

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

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