ECBOT 5 Year T-Note Future December 2015

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

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	119-020	118-300	-0-040	-0.1%	119-070
High	119-020	119-170	0-150	0.4%	119-160
Low	118-280	118-300	0-020	0.1%	118-200
Close	118-290	119-130	0-160	0.4%	119-030
Range	0-060	0-190	0-130	216.7%	0-280
ATR	0-088	0-096	0-008	9.0%	0-000
Volume	810	3,834	3,024	373.3%	18,605

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-023	120-267	119-234
R3	120-153	120-077	119-182
R2	119-283	119-283	119-165
R1	119-207	119-207	119-147	119-245
PP	119-093	119-093	119-093	119-112
S1	119-017	119-017	119-113	119-055
S2	118-223	118-223	119-095
S3	118-033	118-147	119-078
S4	117-163	117-277	119-026

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-223	121-087	119-184
R3	120-263	120-127	119-107
R2	119-303	119-303	119-081
R1	119-167	119-167	119-056	119-095
PP	119-023	119-023	119-023	118-308
S1	118-207	118-207	119-004	118-135
S2	118-063	118-063	118-299
S3	117-103	117-247	118-273
S4	116-143	116-287	118-196

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-170	118-200	0-290	0.8%	0-102	0.3%	86%	True	False	3,594
10	119-170	118-200	0-290	0.8%	0-104	0.3%	86%	True	False	2,544
20	119-170	118-070	1-100	1.1%	0-070	0.2%	90%	True	False	1,302
40	119-170	118-010	1-160	1.3%	0-036	0.1%	92%	True	False	762
60	119-170	117-260	1-230	1.4%	0-024	0.1%	93%	True	False	578
80	119-220	117-260	1-280	1.6%	0-018	0.0%	85%	False	False	485

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-010
Widest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	122-018
2.618	121-027
1.618	120-157
1.000	120-040
0.618	119-287
HIGH	119-170
0.618	119-097
0.500	119-075
0.382	119-053
LOW	118-300
0.618	118-183
1.000	118-110
1.618	117-313
2.618	117-123
4.250	116-132

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	119-112	119-107
PP	119-093	119-083
S1	119-075	119-060

Download as Excel Spreadsheet

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

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