ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	120-232	120-157	-0-075	-0.2%	119-195
High	120-240	120-210	-0-030	-0.1%	120-165
Low	120-067	120-025	-0-042	-0.1%	119-167
Close	120-075	120-087	0-012	0.0%	120-132
Range	0-173	0-185	0-012	6.9%	0-318
ATR	0-136	0-139	0-004	2.6%	0-000
Volume	1,730,644	2,270,298	539,654	31.2%	3,003,685

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-022	121-240	120-189
R3	121-157	121-055	120-138
R2	120-292	120-292	120-121
R1	120-190	120-190	120-104	120-148
PP	120-107	120-107	120-107	120-087
S1	120-005	120-005	120-070	119-284
S2	119-242	119-242	120-053
S3	119-057	119-140	120-036
S4	118-192	118-275	119-305

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	120-020	1-027	0.9%	0-148	0.4%	19%	False	False	1,396,110
10	121-047	119-162	1-205	1.4%	0-139	0.4%	47%	False	False	965,502
20	121-047	119-052	1-315	1.6%	0-137	0.4%	56%	False	False	813,622
40	121-047	118-227	2-140	2.0%	0-132	0.3%	64%	False	False	683,055
60	121-047	118-037	3-010	2.5%	0-132	0.3%	71%	False	False	681,523
80	121-047	118-037	3-010	2.5%	0-128	0.3%	71%	False	False	587,253
100	121-047	118-037	3-010	2.5%	0-110	0.3%	71%	False	False	469,881

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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-036
2.618	122-054
1.618	121-189
1.000	121-075
0.618	121-004
HIGH	120-210
0.618	120-139
0.500	120-118
0.382	120-096
LOW	120-025
0.618	119-231
1.000	119-160
1.618	119-046
2.618	118-181
4.250	117-199

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	120-118	120-196
PP	120-107	120-160
S1	120-097	120-123

Download as Excel Spreadsheet

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

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