ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	119-265	119-185	-0-080	-0.2%	119-152
High	119-267	119-205	-0-062	-0.2%	120-040
Low	119-165	119-090	-0-075	-0.2%	119-115
Close	119-177	119-195	0-018	0.0%	119-262
Range	0-102	0-115	0-013	12.7%	0-245
ATR	0-124	0-123	-0-001	-0.5%	0-000
Volume	470,219	678,063	207,844	44.2%	3,416,384

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-188	120-147	119-258
R3	120-073	120-032	119-227
R2	119-278	119-278	119-216
R1	119-237	119-237	119-206	119-258
PP	119-163	119-163	119-163	119-174
S1	119-122	119-122	119-184	119-142
S2	119-048	119-048	119-174
S3	118-253	119-007	119-163
S4	118-138	118-212	119-132

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	119-090	0-270	0.7%	0-115	0.3%	39%	False	True	625,897
10	120-090	119-090	1-000	0.8%	0-126	0.3%	33%	False	True	793,767
20	120-250	119-000	1-250	1.5%	0-129	0.3%	34%	False	False	425,280
40	120-250	118-070	2-180	2.1%	0-099	0.3%	54%	False	False	213,291
60	120-250	118-010	2-240	2.3%	0-067	0.2%	57%	False	False	142,268
80	120-250	117-260	2-310	2.5%	0-050	0.1%	61%	False	False	106,753
100	120-250	117-260	2-310	2.5%	0-040	0.1%	61%	False	False	85,444

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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-054
2.618	120-186
1.618	120-071
1.000	120-000
0.618	119-276
HIGH	119-205
0.618	119-161
0.500	119-148
0.382	119-134
LOW	119-090
0.618	119-019
1.000	118-295
1.618	118-224
2.618	118-109
4.250	117-241

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	119-179	119-225
PP	119-163	119-215
S1	119-148	119-205

Download as Excel Spreadsheet

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

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