ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 119-310 119-255 -0-055 -0.1% 120-172
High 120-050 120-030 -0-020 -0.1% 121-047
Low 119-240 119-242 0-002 0.0% 119-292
Close 119-260 119-315 0-055 0.1% 119-305
Range 0-130 0-108 -0-022 -16.9% 1-075
ATR 0-137 0-135 -0-002 -1.5% 0-000
Volume 170,840 121,885 -48,955 -28.7% 8,021,685
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-306 120-259 120-054
R3 120-198 120-151 120-025
R2 120-090 120-090 120-015
R1 120-043 120-043 120-005 120-066
PP 119-302 119-302 119-302 119-314
S1 119-255 119-255 119-305 119-278
S2 119-194 119-194 119-295
S3 119-086 119-147 119-285
S4 118-298 119-039 119-256
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
5 120-210 119-240 0-290 0.8% 0-135 0.4% 26% False False 1,011,265
10 121-047 119-167 1-200 1.4% 0-143 0.4% 28% False False 1,059,678
20 121-047 119-052 1-315 1.7% 0-133 0.3% 41% False False 816,536
40 121-047 118-277 2-090 1.9% 0-125 0.3% 49% False False 688,349
60 121-047 118-037 3-010 2.5% 0-129 0.3% 62% False False 673,891
80 121-047 118-037 3-010 2.5% 0-129 0.3% 62% False False 621,959
100 121-047 118-037 3-010 2.5% 0-115 0.3% 62% False False 497,742
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-169
2.618 120-313
1.618 120-205
1.000 120-138
0.618 120-097
HIGH 120-030
0.618 119-309
0.500 119-296
0.382 119-283
LOW 119-242
0.618 119-175
1.000 119-134
1.618 119-067
2.618 118-279
4.250 118-103
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 119-309 120-018
PP 119-302 120-010
S1 119-296 120-002

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

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