ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	120-025	120-075	0-050	0.1%	119-195
High	120-080	120-165	0-085	0.2%	120-165
Low	120-020	120-062	0-042	0.1%	119-167
Close	120-045	120-132	0-087	0.2%	120-132
Range	0-060	0-103	0-043	71.7%	0-318
ATR	0-125	0-124	0-000	-0.3%	0-000
Volume	626,896	825,274	198,378	31.6%	3,003,685

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-109	121-063	120-189
R3	121-006	120-280	120-160
R2	120-223	120-223	120-151
R1	120-177	120-177	120-141	120-200
PP	120-120	120-120	120-120	120-131
S1	120-074	120-074	120-123	120-097
S2	120-017	120-017	120-113
S3	119-234	119-291	120-104
S4	119-131	119-188	120-075

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-042	122-245	120-307
R3	122-044	121-247	120-219
R2	121-046	121-046	120-190
R1	120-249	120-249	120-161	120-308
PP	120-048	120-048	120-048	120-077
S1	119-251	119-251	120-103	119-310
S2	119-050	119-050	120-074
S3	118-052	118-253	120-045
S4	117-054	117-255	119-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-165	119-167	0-318	0.8%	0-109	0.3%	90%	True	False	600,737
10	120-165	119-132	1-033	0.9%	0-125	0.3%	91%	True	False	605,838
20	120-165	119-052	1-113	1.1%	0-121	0.3%	92%	True	False	610,207
40	120-165	118-185	1-300	1.6%	0-128	0.3%	95%	True	False	599,307
60	120-165	118-037	2-128	2.0%	0-129	0.3%	96%	True	False	625,464
80	120-165	118-037	2-128	2.0%	0-124	0.3%	96%	True	False	518,205

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-283
2.618	121-115
1.618	121-012
1.000	120-268
0.618	120-229
HIGH	120-165
0.618	120-126
0.500	120-114
0.382	120-101
LOW	120-062
0.618	119-318
1.000	119-279
1.618	119-215
2.618	119-112
4.250	118-264

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	120-126	120-090
PP	120-120	120-048
S1	120-114	120-006

Download as Excel Spreadsheet

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

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