ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	119-080	119-040	-0-040	-0.1%	119-020
High	119-080	119-100	0-020	0.1%	119-280
Low	119-000	119-040	0-040	0.1%	118-280
Close	119-020	119-100	0-080	0.2%	119-020
Range	0-080	0-060	-0-020	-25.0%	1-000
ATR	0-103	0-102	-0-002	-1.6%	0-000
Volume	3,231	4,614	1,383	42.8%	31,661

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-260	119-240	119-133
R3	119-200	119-180	119-116
R2	119-140	119-140	119-111
R1	119-120	119-120	119-106	119-130
PP	119-080	119-080	119-080	119-085
S1	119-060	119-060	119-094	119-070
S2	119-020	119-020	119-089
S3	118-280	119-000	119-084
S4	118-220	118-260	119-067

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	118-300	0-300	0.8%	0-130	0.3%	40%	False	False	7,093
10	119-280	118-200	1-080	1.0%	0-110	0.3%	55%	False	False	5,286
20	119-280	118-070	1-210	1.4%	0-088	0.2%	66%	False	False	2,868
40	119-280	118-010	1-270	1.5%	0-047	0.1%	69%	False	False	1,532
60	119-280	117-260	2-020	1.7%	0-032	0.1%	73%	False	False	1,091
80	119-280	117-260	2-020	1.7%	0-024	0.1%	73%	False	False	870

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-035
2.618	119-257
1.618	119-197
1.000	119-160
0.618	119-137
HIGH	119-100
0.618	119-077
0.500	119-070
0.382	119-063
LOW	119-040
0.618	119-003
1.000	118-300
1.618	118-263
2.618	118-203
4.250	118-105

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	119-090	119-100
PP	119-080	119-100
S1	119-070	119-100

Download as Excel Spreadsheet

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

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