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

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

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