ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	120-057	119-225	-0-152	-0.4%	120-072
High	120-070	119-265	-0-125	-0.3%	120-072
Low	119-187	119-190	0-003	0.0%	119-222
Close	119-215	119-200	-0-015	0.0%	120-045
Range	0-203	0-075	-0-128	-63.1%	0-170
ATR	0-121	0-118	-0-003	-2.7%	0-000
Volume	15,904	9,628	-6,276	-39.5%	84,118

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-123	120-077	119-241
R3	120-048	120-002	119-221
R2	119-293	119-293	119-214
R1	119-247	119-247	119-207	119-232
PP	119-218	119-218	119-218	119-211
S1	119-172	119-172	119-193	119-158
S2	119-143	119-143	119-186
S3	119-068	119-097	119-179
S4	118-313	119-022	119-159

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%	0-100	0.3%	6%	False	False	13,500
10	120-125	119-187	0-258	0.7%	0-102	0.3%	5%	False	False	25,177
20	121-047	119-167	1-200	1.4%	0-123	0.3%	6%	False	False	542,427
40	121-047	119-010	2-037	1.8%	0-119	0.3%	28%	False	False	555,201
60	121-047	118-185	2-182	2.1%	0-124	0.3%	41%	False	False	569,780
80	121-047	118-037	3-010	2.5%	0-126	0.3%	50%	False	False	620,202
100	121-047	118-037	3-010	2.5%	0-122	0.3%	50%	False	False	500,237

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-264
2.618	120-141
1.618	120-066
1.000	120-020
0.618	119-311
HIGH	119-265
0.618	119-236
0.500	119-228
0.382	119-219
LOW	119-190
0.618	119-144
1.000	119-115
1.618	119-069
2.618	118-314
4.250	118-191

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	119-228	119-288
PP	119-218	119-259
S1	119-209	119-230

Download as Excel Spreadsheet

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

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