ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 15-Sep-2015

Day Change Summary
	Previous	Current
	14-Sep-2015	15-Sep-2015	Change	Change %	Previous Week
Open	120-012	120-057	0-045	0.1%	120-072
High	120-067	120-070	0-003	0.0%	120-072
Low	120-012	119-187	-0-145	-0.4%	119-222
Close	120-045	119-215	-0-150	-0.4%	120-045
Range	0-055	0-203	0-148	269.1%	0-170
ATR	0-115	0-121	0-006	5.5%	0-000
Volume	8,211	15,904	7,693	93.7%	84,118

Daily Pivots for day following 15-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-233	121-107	120-007
R3	121-030	120-224	119-271
R2	120-147	120-147	119-252
R1	120-021	120-021	119-234	119-302
PP	119-264	119-264	119-264	119-245
S1	119-138	119-138	119-196	119-100
S2	119-061	119-061	119-178
S3	118-178	118-255	119-159
S4	117-295	118-052	119-103

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	120-070	119-187	0-203	0.5%	0-106	0.3%	14%	True	True	14,766
10	120-125	119-187	0-258	0.7%	0-105	0.3%	11%	False	True	36,402
20	121-047	119-167	1-200	1.4%	0-123	0.3%	9%	False	False	560,602
40	121-047	118-290	2-077	1.9%	0-120	0.3%	34%	False	False	568,675
60	121-047	118-185	2-182	2.1%	0-125	0.3%	43%	False	False	577,596
80	121-047	118-037	3-010	2.5%	0-127	0.3%	51%	False	False	622,697
100	121-047	118-037	3-010	2.5%	0-122	0.3%	51%	False	False	500,143

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	122-293
2.618	121-281
1.618	121-078
1.000	120-273
0.618	120-195
HIGH	120-070
0.618	119-312
0.500	119-288
0.382	119-265
LOW	119-187
0.618	119-062
1.000	118-304
1.618	118-179
2.618	117-296
4.250	116-284

Fisher Pivots for day following 15-Sep-2015
Pivot	1 day	3 day
R1	119-288	119-288
PP	119-264	119-264
S1	119-240	119-240

Download as Excel Spreadsheet

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

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