ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 25-Aug-2015

Day Change Summary
	Previous	Current
	24-Aug-2015	25-Aug-2015	Change	Change %	Previous Week
Open	120-172	120-232	0-060	0.2%	119-195
High	121-047	120-240	-0-127	-0.3%	120-165
Low	120-150	120-067	-0-083	-0.2%	119-167
Close	120-247	120-075	-0-172	-0.4%	120-132
Range	0-217	0-173	-0-044	-20.3%	0-318
ATR	0-132	0-136	0-003	2.6%	0-000
Volume	1,527,438	1,730,644	203,206	13.3%	3,003,685

Daily Pivots for day following 25-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-006	121-214	120-170
R3	121-153	121-041	120-123
R2	120-300	120-300	120-107
R1	120-188	120-188	120-091	120-158
PP	120-127	120-127	120-127	120-112
S1	120-015	120-015	120-059	119-304
S2	119-274	119-274	120-043
S3	119-101	119-162	120-027
S4	118-248	118-309	119-300

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	1.4%	0-152	0.4%	44%	False	False	1,108,092
10	121-047	119-162	1-205	1.4%	0-138	0.4%	44%	False	False	817,052
20	121-047	119-052	1-315	1.7%	0-132	0.3%	54%	False	False	728,256
40	121-047	118-227	2-140	2.0%	0-129	0.3%	63%	False	False	646,609
60	121-047	118-037	3-010	2.5%	0-131	0.3%	70%	False	False	655,938
80	121-047	118-037	3-010	2.5%	0-127	0.3%	70%	False	False	558,889
100	121-047	118-037	3-010	2.5%	0-108	0.3%	70%	False	False	447,178

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-015
2.618	122-053
1.618	121-200
1.000	121-093
0.618	121-027
HIGH	120-240
0.618	120-174
0.500	120-154
0.382	120-133
LOW	120-067
0.618	119-280
1.000	119-214
1.618	119-107
2.618	118-254
4.250	117-292

Fisher Pivots for day following 25-Aug-2015
Pivot	1 day	3 day
R1	120-154	120-214
PP	120-127	120-168
S1	120-101	120-122

Download as Excel Spreadsheet

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

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