ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	119-120	119-170	0-050	0.1%	119-070
High	119-280	119-200	-0-080	-0.2%	119-160
Low	119-110	119-050	-0-060	-0.2%	118-200
Close	119-170	119-060	-0-110	-0.3%	119-030
Range	0-170	0-150	-0-020	-11.8%	0-280
ATR	0-102	0-105	0-003	3.4%	0-000
Volume	7,155	16,631	9,476	132.4%	18,605

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-233	120-137	119-142
R3	120-083	119-307	119-101
R2	119-253	119-253	119-088
R1	119-157	119-157	119-074	119-130
PP	119-103	119-103	119-103	119-090
S1	119-007	119-007	119-046	118-300
S2	118-273	118-273	119-032
S3	118-123	118-177	119-019
S4	117-293	118-027	118-298

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	118-270	1-010	0.9%	0-132	0.3%	33%	False	False	5,922
10	119-280	118-200	1-080	1.0%	0-124	0.3%	45%	False	False	4,797
20	119-280	118-070	1-210	1.4%	0-084	0.2%	58%	False	False	2,491
40	119-280	118-010	1-270	1.5%	0-044	0.1%	63%	False	False	1,346
60	119-280	117-260	2-020	1.7%	0-029	0.1%	67%	False	False	967
80	119-280	117-260	2-020	1.7%	0-022	0.1%	67%	False	False	777

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	0-010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-198
2.618	120-273
1.618	120-123
1.000	120-030
0.618	119-293
HIGH	119-200
0.618	119-143
0.500	119-125
0.382	119-107
LOW	119-050
0.618	118-277
1.000	118-220
1.618	118-127
2.618	117-297
4.250	117-052

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	119-125	119-130
PP	119-103	119-107
S1	119-082	119-083

Download as Excel Spreadsheet

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

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