ECBOT 5 Year T-Note Future December 2015

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

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	118-130	118-210	0-080	0.2%	119-010
High	118-170	118-240	0-070	0.2%	119-120
Low	118-130	118-210	0-080	0.2%	118-160
Close	118-170	118-240	0-070	0.2%	118-160
Range	0-040	0-030	-0-010	-25.0%	0-280
ATR	0-084	0-083	-0-001	-1.2%	0-000
Volume	485	2	-483	-99.6%	1,045

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-000	118-310	118-256
R3	118-290	118-280	118-248
R2	118-260	118-260	118-246
R1	118-250	118-250	118-243	118-255
PP	118-230	118-230	118-230	118-232
S1	118-220	118-220	118-237	118-225
S2	118-200	118-200	118-234
S3	118-170	118-190	118-232
S4	118-140	118-160	118-224

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-133	120-267	118-314
R3	120-173	119-307	118-237
R2	119-213	119-213	118-211
R1	119-027	119-027	118-186	118-300
PP	118-253	118-253	118-253	118-230
S1	118-067	118-067	118-134	118-020
S2	117-293	117-293	118-109
S3	117-013	117-107	118-083
S4	116-053	116-147	118-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-010	118-110	0-220	0.6%	0-014	0.0%	59%	False	False	222
10	119-120	118-080	1-040	0.9%	0-007	0.0%	44%	False	False	215
20	119-120	118-010	1-110	1.1%	0-004	0.0%	53%	False	False	212
40	119-120	117-260	1-180	1.3%	0-002	0.0%	60%	False	False	210
60	119-220	117-260	1-280	1.6%	0-001	0.0%	50%	False	False	210

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-048
2.618	118-319
1.618	118-289
1.000	118-270
0.618	118-259
HIGH	118-240
0.618	118-229
0.500	118-225
0.382	118-221
LOW	118-210
0.618	118-191
1.000	118-180
1.618	118-161
2.618	118-131
4.250	118-082

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	118-235	118-218
PP	118-230	118-197
S1	118-225	118-175

Download as Excel Spreadsheet

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

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