ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	120-017	119-305	-0-032	-0.1%	120-072
High	120-020	120-050	0-030	0.1%	120-072
Low	119-262	119-282	0-020	0.1%	119-222
Close	119-290	120-045	0-075	0.2%	120-045
Range	0-078	0-088	0-010	12.8%	0-170
ATR	0-122	0-120	-0-002	-2.0%	0-000
Volume	15,339	18,421	3,082	20.1%	84,118

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-283	120-252	120-093
R3	120-195	120-164	120-069
R2	120-107	120-107	120-061
R1	120-076	120-076	120-053	120-092
PP	120-019	120-019	120-019	120-027
S1	119-308	119-308	120-037	120-004
S2	119-251	119-251	120-029
S3	119-163	119-220	120-021
S4	119-075	119-132	119-317

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-196	121-131	120-138
R3	121-026	120-281	120-092
R2	120-176	120-176	120-076
R1	120-111	120-111	120-061	120-058
PP	120-006	120-006	120-006	119-300
S1	119-261	119-261	120-029	119-208
S2	119-156	119-156	120-014
S3	118-306	119-091	119-318
S4	118-136	118-241	119-272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-125	119-222	0-223	0.6%	0-102	0.3%	64%	False	False	22,730
10	120-125	119-222	0-223	0.6%	0-106	0.3%	64%	False	False	126,099
20	121-047	119-162	1-205	1.4%	0-120	0.3%	39%	False	False	598,593
40	121-047	118-277	2-090	1.9%	0-117	0.3%	56%	False	False	593,225
60	121-047	118-185	2-182	2.1%	0-126	0.3%	61%	False	False	601,367
80	121-047	118-037	3-010	2.5%	0-126	0.3%	67%	False	False	624,055
100	121-047	118-037	3-010	2.5%	0-119	0.3%	67%	False	False	499,902

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-104
2.618	120-280
1.618	120-192
1.000	120-138
0.618	120-104
HIGH	120-050
0.618	120-016
0.500	120-006
0.382	119-316
LOW	119-282
0.618	119-228
1.000	119-194
1.618	119-140
2.618	119-052
4.250	118-228

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	120-032	120-022
PP	120-019	119-319
S1	120-006	119-296

Download as Excel Spreadsheet

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

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