ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	119-232	119-152	-0-080	-0.2%	120-030
High	119-305	119-247	-0-058	-0.2%	120-250
Low	119-170	119-115	-0-055	-0.1%	119-170
Close	119-180	119-140	-0-040	-0.1%	119-180
Range	0-135	0-132	-0-003	-2.2%	1-080
ATR	0-127	0-127	0-000	0.3%	0-000
Volume	731,681	693,780	-37,901	-5.2%	3,823,202

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-243	120-164	119-213
R3	120-111	120-032	119-176
R2	119-299	119-299	119-164
R1	119-220	119-220	119-152	119-194
PP	119-167	119-167	119-167	119-154
S1	119-088	119-088	119-128	119-062
S2	119-035	119-035	119-116
S3	118-223	118-276	119-104
S4	118-091	118-144	119-067

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	120-120	119-115	1-005	0.9%	0-148	0.4%	8%	False	True	879,947
10	120-250	119-010	1-240	1.5%	0-144	0.4%	23%	False	False	460,308
20	120-250	118-200	2-050	1.8%	0-127	0.3%	38%	False	False	232,797
40	120-250	118-070	2-180	2.1%	0-083	0.2%	48%	False	False	116,557
60	120-250	117-260	2-310	2.5%	0-056	0.1%	55%	False	False	77,774
80	120-250	117-260	2-310	2.5%	0-042	0.1%	55%	False	False	58,383

Crabel Price Patterns
NR	True
NR4	False
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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-168
2.618	120-273
1.618	120-141
1.000	120-059
0.618	120-009
HIGH	119-247
0.618	119-197
0.500	119-181
0.382	119-165
LOW	119-115
0.618	119-033
1.000	118-303
1.618	118-221
2.618	118-089
4.250	117-194

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	119-181	119-210
PP	119-167	119-187
S1	119-154	119-163

Download as Excel Spreadsheet

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

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