ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	119-185	119-177	-0-008	0.0%	119-152
High	119-205	119-215	0-010	0.0%	120-040
Low	119-090	119-130	0-040	0.1%	119-115
Close	119-195	119-157	-0-038	-0.1%	119-262
Range	0-115	0-085	-0-030	-26.1%	0-245
ATR	0-123	0-120	-0-003	-2.2%	0-000
Volume	678,063	553,384	-124,679	-18.4%	3,416,384

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-102	120-055	119-204
R3	120-017	119-290	119-180
R2	119-252	119-252	119-173
R1	119-205	119-205	119-165	119-186
PP	119-167	119-167	119-167	119-158
S1	119-120	119-120	119-149	119-101
S2	119-082	119-082	119-141
S3	118-317	119-035	119-134
S4	118-232	118-270	119-110

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%	0-113	0.3%	25%	False	False	609,502
10	120-040	119-090	0-270	0.7%	0-116	0.3%	25%	False	False	717,407
20	120-250	119-000	1-250	1.5%	0-125	0.3%	28%	False	False	452,591
40	120-250	118-070	2-180	2.1%	0-101	0.3%	50%	False	False	227,125
60	120-250	118-010	2-240	2.3%	0-068	0.2%	53%	False	False	151,488
80	120-250	117-260	2-310	2.5%	0-051	0.1%	57%	False	False	113,668
100	120-250	117-260	2-310	2.5%	0-041	0.1%	57%	False	False	90,976

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-029
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	120-256
2.618	120-118
1.618	120-033
1.000	119-300
0.618	119-268
HIGH	119-215
0.618	119-183
0.500	119-172
0.382	119-162
LOW	119-130
0.618	119-077
1.000	119-045
1.618	118-312
2.618	118-227
4.250	118-089

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	119-172	119-178
PP	119-167	119-171
S1	119-162	119-164

Download as Excel Spreadsheet

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

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