ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	120-012	119-297	-0-035	-0.1%	120-172
High	120-037	120-055	0-018	0.0%	121-047
Low	119-270	119-287	0-017	0.0%	119-292
Close	119-287	120-025	0-058	0.2%	119-305
Range	0-087	0-088	0-001	1.1%	1-075
ATR	0-131	0-128	-0-003	-2.4%	0-000
Volume	77,864	26,514	-51,350	-65.9%	8,021,685

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-280	120-240	120-073
R3	120-192	120-152	120-049
R2	120-104	120-104	120-041
R1	120-064	120-064	120-033	120-084
PP	120-016	120-016	120-016	120-026
S1	119-296	119-296	120-017	119-316
S2	119-248	119-248	120-009
S3	119-160	119-208	120-001
S4	119-072	119-120	119-297

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%	0-111	0.3%	54%	False	False	229,468
10	121-047	119-240	1-127	1.2%	0-134	0.3%	23%	False	False	924,406
20	121-047	119-090	1-277	1.6%	0-132	0.3%	43%	False	False	759,124
40	121-047	118-277	2-090	1.9%	0-123	0.3%	53%	False	False	661,142
60	121-047	118-037	3-010	2.5%	0-129	0.3%	65%	False	False	654,904
80	121-047	118-037	3-010	2.5%	0-128	0.3%	65%	False	False	623,162
100	121-047	118-037	3-010	2.5%	0-116	0.3%	65%	False	False	498,785

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-109
2.618	120-285
1.618	120-197
1.000	120-143
0.618	120-109
HIGH	120-055
0.618	120-021
0.500	120-011
0.382	120-001
LOW	119-287
0.618	119-233
1.000	119-199
1.618	119-145
2.618	119-057
4.250	118-233

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	120-020	120-013
PP	120-016	120-001
S1	120-011	119-308

Download as Excel Spreadsheet

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

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