ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	120-062	120-045	-0-017	0.0%	120-172
High	120-105	120-115	0-010	0.0%	121-047
Low	119-315	119-292	-0-023	-0.1%	119-292
Close	120-065	119-305	-0-080	-0.2%	119-305
Range	0-110	0-143	0-033	30.0%	1-075
ATR	0-137	0-137	0-000	0.3%	0-000
Volume	1,743,068	750,237	-992,831	-57.0%	8,021,685

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-133	121-042	120-064
R3	120-310	120-219	120-024
R2	120-167	120-167	120-011
R1	120-076	120-076	119-318	120-050
PP	120-024	120-024	120-024	120-011
S1	119-253	119-253	119-292	119-227
S2	119-201	119-201	119-279
S3	119-058	119-110	119-266
S4	118-235	118-287	119-226

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-013	123-074	120-202
R3	122-258	121-319	120-094
R2	121-183	121-183	120-057
R1	120-244	120-244	120-021	120-176
PP	120-108	120-108	120-108	120-074
S1	119-169	119-169	119-269	119-101
S2	119-033	119-033	119-233
S3	117-278	118-094	119-196
S4	116-203	117-019	119-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-047	119-292	1-075	1.0%	0-166	0.4%	3%	False	True	1,604,337
10	121-047	119-167	1-200	1.4%	0-137	0.4%	27%	False	False	1,102,537
20	121-047	119-052	1-315	1.7%	0-135	0.4%	40%	False	False	857,631
40	121-047	118-277	2-090	1.9%	0-130	0.3%	48%	False	False	714,521
60	121-047	118-037	3-010	2.5%	0-131	0.3%	61%	False	False	693,585
80	121-047	118-037	3-010	2.5%	0-130	0.3%	61%	False	False	618,372
100	121-047	118-037	3-010	2.5%	0-112	0.3%	61%	False	False	494,814

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-083
2.618	121-169
1.618	121-026
1.000	120-258
0.618	120-203
HIGH	120-115
0.618	120-060
0.500	120-044
0.382	120-027
LOW	119-292
0.618	119-204
1.000	119-149
1.618	119-061
2.618	118-238
4.250	118-004

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	120-044	120-091
PP	120-024	120-056
S1	120-004	120-020

Download as Excel Spreadsheet

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

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