ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	120-042	119-267	-0-095	-0.2%	119-040
High	120-090	119-305	-0-105	-0.3%	120-030
Low	119-225	119-185	-0-040	-0.1%	119-010
Close	119-290	119-257	-0-033	-0.1%	120-000
Range	0-185	0-120	-0-065	-35.1%	1-020
ATR	0-127	0-126	0-000	-0.4%	0-000
Volume	1,316,988	1,324,341	7,353	0.6%	90,715

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-289	120-233	120-003
R3	120-169	120-113	119-290
R2	120-049	120-049	119-279
R1	119-313	119-313	119-268	119-281
PP	119-249	119-249	119-249	119-233
S1	119-193	119-193	119-246	119-161
S2	119-129	119-129	119-235
S3	119-009	119-073	119-224
S4	118-209	118-273	119-191

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	120-250	119-185	1-065	1.0%	0-161	0.4%	19%	False	True	625,854
10	120-250	119-000	1-250	1.5%	0-132	0.3%	45%	False	False	318,546
20	120-250	118-200	2-050	1.8%	0-128	0.3%	55%	False	False	161,672
40	120-250	118-070	2-180	2.1%	0-077	0.2%	62%	False	False	80,931
60	120-250	117-260	2-310	2.5%	0-051	0.1%	67%	False	False	54,023
80	120-250	117-260	2-310	2.5%	0-038	0.1%	67%	False	False	40,570

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	0-023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-175
2.618	120-299
1.618	120-179
1.000	120-105
0.618	120-059
HIGH	119-305
0.618	119-259
0.500	119-245
0.382	119-231
LOW	119-185
0.618	119-111
1.000	119-065
1.618	118-311
2.618	118-191
4.250	117-315

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	119-253	119-312
PP	119-249	119-294
S1	119-245	119-276

Download as Excel Spreadsheet

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

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