ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	119-200	119-260	0-060	0.2%	119-040
High	119-260	120-030	0-090	0.2%	120-030
Low	119-190	119-250	0-060	0.2%	119-010
Close	119-220	120-000	0-100	0.3%	120-000
Range	0-070	0-100	0-030	42.9%	1-020
ATR	0-106	0-108	0-002	1.6%	0-000
Volume	31,315	37,750	6,435	20.5%	90,715

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-287	120-243	120-055
R3	120-187	120-143	120-028
R2	120-087	120-087	120-018
R1	120-043	120-043	120-009	120-065
PP	119-307	119-307	119-307	119-318
S1	119-263	119-263	119-311	119-285
S2	119-207	119-207	119-302
S3	119-107	119-163	119-292
S4	119-007	119-063	119-265

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-287	122-163	120-187
R3	121-267	121-143	120-094
R2	120-247	120-247	120-062
R1	120-123	120-123	120-031	120-185
PP	119-227	119-227	119-227	119-258
S1	119-103	119-103	119-289	119-165
S2	118-207	118-207	119-258
S3	117-187	118-083	119-226
S4	116-167	117-063	119-133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-030	119-010	1-020	0.9%	0-106	0.3%	91%	True	False	18,143
10	120-030	118-280	1-070	1.0%	0-118	0.3%	92%	True	False	12,237
20	120-030	118-200	1-150	1.2%	0-102	0.3%	94%	True	False	7,162
40	120-030	118-010	2-020	1.7%	0-059	0.2%	95%	True	False	3,664
60	120-030	117-260	2-090	1.9%	0-039	0.1%	96%	True	False	2,512
80	120-030	117-260	2-090	1.9%	0-030	0.1%	96%	True	False	1,936

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-135
2.618	120-292
1.618	120-192
1.000	120-130
0.618	120-092
HIGH	120-030
0.618	119-312
0.500	119-300
0.382	119-288
LOW	119-250
0.618	119-188
1.000	119-150
1.618	119-088
2.618	118-308
4.250	118-145

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	119-313	119-273
PP	119-307	119-227
S1	119-300	119-180

Download as Excel Spreadsheet

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

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