ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	120-075	120-172	0-097	0.3%	119-195
High	120-165	121-047	0-202	0.5%	120-165
Low	120-062	120-150	0-088	0.2%	119-167
Close	120-132	120-247	0-115	0.3%	120-132
Range	0-103	0-217	0-114	110.7%	0-318
ATR	0-124	0-132	0-008	6.4%	0-000
Volume	825,274	1,527,438	702,164	85.1%	3,003,685

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-266	122-153	121-046
R3	122-049	121-256	120-307
R2	121-152	121-152	120-287
R1	121-039	121-039	120-267	121-096
PP	120-255	120-255	120-255	120-283
S1	120-142	120-142	120-227	120-198
S2	120-038	120-038	120-207
S3	119-141	119-245	120-187
S4	118-244	119-028	120-128

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	121-047	119-167	1-200	1.3%	0-136	0.4%	77%	True	False	836,586
10	121-047	119-150	1-217	1.4%	0-140	0.4%	78%	True	False	720,635
20	121-047	119-052	1-315	1.6%	0-126	0.3%	81%	True	False	664,801
40	121-047	118-227	2-140	2.0%	0-130	0.3%	85%	True	False	625,407
60	121-047	118-037	3-010	2.5%	0-131	0.3%	88%	True	False	638,492
80	121-047	118-037	3-010	2.5%	0-125	0.3%	88%	True	False	537,271

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	124-009
2.618	122-295
1.618	122-078
1.000	121-264
0.618	121-181
HIGH	121-047
0.618	120-284
0.500	120-258
0.382	120-233
LOW	120-150
0.618	120-016
1.000	119-253
1.618	119-119
2.618	118-222
4.250	117-188

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	120-258	120-229
PP	120-255	120-211
S1	120-251	120-194

Download as Excel Spreadsheet

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

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