ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	120-045	119-310	-0-055	-0.1%	120-172
High	120-115	120-050	-0-065	-0.2%	121-047
Low	119-292	119-240	-0-052	-0.1%	119-292
Close	119-305	119-260	-0-045	-0.1%	119-305
Range	0-143	0-130	-0-013	-9.1%	1-075
ATR	0-137	0-137	-0-001	-0.4%	0-000
Volume	750,237	170,840	-579,397	-77.2%	8,021,685

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-040	120-280	120-012
R3	120-230	120-150	119-296
R2	120-100	120-100	119-284
R1	120-020	120-020	119-272	119-315
PP	119-290	119-290	119-290	119-278
S1	119-210	119-210	119-248	119-185
S2	119-160	119-160	119-236
S3	119-030	119-080	119-224
S4	118-220	118-270	119-188

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	120-240	119-240	1-000	0.8%	0-148	0.4%	6%	False	True	1,333,017
10	121-047	119-167	1-200	1.4%	0-142	0.4%	18%	False	False	1,084,802
20	121-047	119-052	1-315	1.7%	0-137	0.4%	33%	False	False	840,829
40	121-047	118-277	2-090	1.9%	0-127	0.3%	42%	False	False	702,210
60	121-047	118-037	3-010	2.5%	0-129	0.3%	56%	False	False	679,885
80	121-047	118-037	3-010	2.5%	0-131	0.3%	56%	False	False	620,475
100	121-047	118-037	3-010	2.5%	0-114	0.3%	56%	False	False	496,523

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	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-282
2.618	121-070
1.618	120-260
1.000	120-180
0.618	120-130
HIGH	120-050
0.618	120-000
0.500	119-305
0.382	119-290
LOW	119-240
0.618	119-160
1.000	119-110
1.618	119-030
2.618	118-220
4.250	118-008

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	119-305	120-018
PP	119-290	119-312
S1	119-275	119-286

Download as Excel Spreadsheet

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

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