ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	119-232	119-265	0-033	0.1%	119-152
High	120-040	119-267	-0-093	-0.2%	120-040
Low	119-185	119-165	-0-020	-0.1%	119-115
Close	119-262	119-177	-0-085	-0.2%	119-262
Range	0-175	0-102	-0-073	-41.7%	0-245
ATR	0-125	0-124	-0-002	-1.3%	0-000
Volume	744,270	470,219	-274,051	-36.8%	3,416,384

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-189	120-125	119-233
R3	120-087	120-023	119-205
R2	119-305	119-305	119-196
R1	119-241	119-241	119-186	119-222
PP	119-203	119-203	119-203	119-194
S1	119-139	119-139	119-168	119-120
S2	119-101	119-101	119-158
S3	118-319	119-037	119-149
S4	118-217	118-255	119-121

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-021	121-226	120-077
R3	121-096	120-301	120-009
R2	120-171	120-171	119-307
R1	120-056	120-056	119-284	120-114
PP	119-246	119-246	119-246	119-274
S1	119-131	119-131	119-240	119-188
S2	119-001	119-001	119-217
S3	118-076	118-206	119-195
S4	117-151	117-281	119-127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-040	119-122	0-238	0.6%	0-114	0.3%	23%	False	False	638,564
10	120-120	119-115	1-005	0.8%	0-131	0.3%	19%	False	False	759,256
20	120-250	118-300	1-270	1.5%	0-133	0.3%	33%	False	False	391,568
40	120-250	118-070	2-180	2.1%	0-098	0.3%	52%	False	False	196,351
60	120-250	118-010	2-240	2.3%	0-065	0.2%	55%	False	False	130,970
80	120-250	117-260	2-310	2.5%	0-049	0.1%	59%	False	False	98,280

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-060
2.618	120-214
1.618	120-112
1.000	120-049
0.618	120-010
HIGH	119-267
0.618	119-228
0.500	119-216
0.382	119-204
LOW	119-165
0.618	119-102
1.000	119-063
1.618	119-000
2.618	118-218
4.250	118-052

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	119-216	119-262
PP	119-203	119-234
S1	119-190	119-206

Download as Excel Spreadsheet

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

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