ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	119-267	119-232	-0-035	-0.1%	120-030
High	119-305	119-305	0-000	0.0%	120-250
Low	119-185	119-170	-0-015	0.0%	119-170
Close	119-257	119-180	-0-077	-0.2%	119-180
Range	0-120	0-135	0-015	12.5%	1-080
ATR	0-126	0-127	0-001	0.5%	0-000
Volume	1,324,341	731,681	-592,660	-44.8%	3,823,202

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-303	120-217	119-254
R3	120-168	120-082	119-217
R2	120-033	120-033	119-205
R1	119-267	119-267	119-192	119-242
PP	119-218	119-218	119-218	119-206
S1	119-132	119-132	119-168	119-108
S2	119-083	119-083	119-155
S3	118-268	118-317	119-143
S4	118-133	118-182	119-106

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-227	122-283	120-080
R3	122-147	121-203	119-290
R2	121-067	121-067	119-253
R1	120-123	120-123	119-217	120-055
PP	119-307	119-307	119-307	119-272
S1	119-043	119-043	119-143	118-295
S2	118-227	118-227	119-107
S3	117-147	117-283	119-070
S4	116-067	116-203	118-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-250	119-170	1-080	1.0%	0-168	0.4%	3%	False	True	764,640
10	120-250	119-010	1-240	1.5%	0-137	0.4%	30%	False	False	391,391
20	120-250	118-200	2-050	1.8%	0-126	0.3%	43%	False	False	198,209
40	120-250	118-070	2-180	2.1%	0-080	0.2%	52%	False	False	99,218
60	120-250	117-260	2-310	2.5%	0-053	0.1%	59%	False	False	66,215
80	120-250	117-260	2-310	2.5%	0-040	0.1%	59%	False	False	49,713

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	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-239
2.618	121-018
1.618	120-203
1.000	120-120
0.618	120-068
HIGH	119-305
0.618	119-253
0.500	119-238
0.382	119-222
LOW	119-170
0.618	119-087
1.000	119-035
1.618	118-272
2.618	118-137
4.250	117-236

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	119-238	119-290
PP	119-218	119-253
S1	119-199	119-217

Download as Excel Spreadsheet

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

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