ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	118-300	119-120	0-140	0.4%	119-070
High	119-170	119-280	0-110	0.3%	119-160
Low	118-300	119-110	0-130	0.3%	118-200
Close	119-130	119-170	0-040	0.1%	119-030
Range	0-190	0-170	-0-020	-10.5%	0-280
ATR	0-096	0-102	0-005	5.5%	0-000
Volume	3,834	7,155	3,321	86.6%	18,605

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-057	120-283	119-264
R3	120-207	120-113	119-217
R2	120-037	120-037	119-201
R1	119-263	119-263	119-186	119-310
PP	119-187	119-187	119-187	119-210
S1	119-093	119-093	119-154	119-140
S2	119-017	119-017	119-139
S3	118-167	118-243	119-123
S4	117-317	118-073	119-076

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	119-280	118-240	1-040	0.9%	0-116	0.3%	69%	True	False	3,146
10	119-280	118-200	1-080	1.0%	0-117	0.3%	73%	True	False	3,227
20	119-280	118-070	1-210	1.4%	0-076	0.2%	79%	True	False	1,660
40	119-280	118-010	1-270	1.5%	0-040	0.1%	81%	True	False	936
60	119-280	117-260	2-020	1.7%	0-027	0.1%	83%	True	False	693
80	119-280	117-260	2-020	1.7%	0-020	0.1%	83%	True	False	572

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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-042
2.618	121-085
1.618	120-235
1.000	120-130
0.618	120-065
HIGH	119-280
0.618	119-215
0.500	119-195
0.382	119-175
LOW	119-110
0.618	119-005
1.000	118-260
1.618	118-155
2.618	117-305
4.250	117-028

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	119-195	119-153
PP	119-187	119-137
S1	119-178	119-120

Download as Excel Spreadsheet

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

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