ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	119-170	119-080	-0-090	-0.2%	119-020
High	119-200	119-080	-0-120	-0.3%	119-280
Low	119-050	119-000	-0-050	-0.1%	118-280
Close	119-060	119-020	-0-040	-0.1%	119-020
Range	0-150	0-080	-0-070	-46.7%	1-000
ATR	0-105	0-103	-0-002	-1.7%	0-000
Volume	16,631	3,231	-13,400	-80.6%	31,661

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-273	119-227	119-064
R3	119-193	119-147	119-042
R2	119-113	119-113	119-035
R1	119-067	119-067	119-027	119-050
PP	119-033	119-033	119-033	119-025
S1	118-307	118-307	119-013	118-290
S2	118-273	118-273	119-005
S3	118-193	118-227	118-318
S4	118-113	118-147	118-296

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-087	121-213	119-196
R3	121-087	120-213	119-108
R2	120-087	120-087	119-079
R1	119-213	119-213	119-049	119-180
PP	119-087	119-087	119-087	119-070
S1	118-213	118-213	118-311	118-180
S2	118-087	118-087	118-281
S3	117-087	117-213	118-252
S4	116-087	116-213	118-164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-280	118-280	1-000	0.8%	0-130	0.3%	19%	False	False	6,332
10	119-280	118-200	1-080	1.0%	0-114	0.3%	35%	False	False	5,026
20	119-280	118-070	1-210	1.4%	0-088	0.2%	51%	False	False	2,652
40	119-280	118-010	1-270	1.5%	0-046	0.1%	56%	False	False	1,422
60	119-280	117-260	2-020	1.7%	0-030	0.1%	61%	False	False	1,018
80	119-280	117-260	2-020	1.7%	0-023	0.1%	61%	False	False	815

Crabel Price Patterns
NR	True
NR4	True
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	0-008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-100
2.618	119-289
1.618	119-209
1.000	119-160
0.618	119-129
HIGH	119-080
0.618	119-049
0.500	119-040
0.382	119-031
LOW	119-000
0.618	118-271
1.000	118-240
1.618	118-191
2.618	118-111
4.250	117-300

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	119-040	119-140
PP	119-033	119-100
S1	119-027	119-060

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols