ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 119-255 120-012 0-077 0.2% 120-172
High 120-030 120-037 0-007 0.0% 121-047
Low 119-242 119-270 0-028 0.1% 119-292
Close 119-315 119-287 -0-028 -0.1% 119-305
Range 0-108 0-087 -0-021 -19.4% 1-075
ATR 0-135 0-131 -0-003 -2.5% 0-000
Volume 121,885 77,864 -44,021 -36.1% 8,021,685
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-246 120-193 120-015
R3 120-159 120-106 119-311
R2 120-072 120-072 119-303
R1 120-019 120-019 119-295 120-002
PP 119-305 119-305 119-305 119-296
S1 119-252 119-252 119-279 119-235
S2 119-218 119-218 119-271
S3 119-131 119-165 119-263
S4 119-044 119-078 119-239
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
5 120-115 119-240 0-195 0.5% 0-116 0.3% 24% False False 572,778
10 121-047 119-240 1-127 1.2% 0-132 0.3% 11% False False 984,444
20 121-047 119-090 1-277 1.6% 0-131 0.3% 33% False False 779,583
40 121-047 118-277 2-090 1.9% 0-124 0.3% 45% False False 674,274
60 121-047 118-037 3-010 2.5% 0-128 0.3% 59% False False 664,616
80 121-047 118-037 3-010 2.5% 0-129 0.3% 59% False False 622,885
100 121-047 118-037 3-010 2.5% 0-115 0.3% 59% False False 498,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-031
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 121-087
2.618 120-265
1.618 120-178
1.000 120-124
0.618 120-091
HIGH 120-037
0.618 120-004
0.500 119-314
0.382 119-303
LOW 119-270
0.618 119-216
1.000 119-183
1.618 119-129
2.618 119-042
4.250 118-220
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 119-314 119-305
PP 119-305 119-299
S1 119-296 119-293

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

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