ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 15-Sep-2015

Day Change Summary
	Previous	Current
	14-Sep-2015	15-Sep-2015	Change	Change %	Previous Week
Open	119-222	119-235	0-013	0.0%	119-265
High	119-260	119-272	0-012	0.0%	119-267
Low	119-200	119-047	-0-153	-0.4%	119-090
Close	119-235	119-080	-0-155	-0.4%	119-232
Range	0-060	0-225	0-165	275.0%	0-177
ATR	0-114	0-122	0-008	6.9%	0-000
Volume	357,732	705,451	347,719	97.2%	2,091,056

Daily Pivots for day following 15-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-168	121-029	119-204
R3	120-263	120-124	119-142
R2	120-038	120-038	119-121
R1	119-219	119-219	119-101	119-176
PP	119-133	119-133	119-133	119-112
S1	118-314	118-314	119-059	118-271
S2	118-228	118-228	119-039
S3	118-003	118-089	119-018
S4	117-098	117-184	118-276

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-087	121-017	120-009
R3	120-230	120-160	119-281
R2	120-053	120-053	119-264
R1	119-303	119-303	119-248	119-250
PP	119-196	119-196	119-196	119-170
S1	119-126	119-126	119-216	119-072
S2	119-019	119-019	119-200
S3	118-162	118-269	119-183
S4	117-305	118-092	119-135

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-272	119-047	0-225	0.6%	0-116	0.3%	15%	True	True	536,804
10	120-040	119-047	0-313	0.8%	0-115	0.3%	11%	False	True	587,684
20	120-250	119-010	1-240	1.5%	0-130	0.3%	13%	False	False	523,996
40	120-250	118-070	2-180	2.1%	0-109	0.3%	40%	False	False	263,432
60	120-250	118-010	2-240	2.3%	0-075	0.2%	44%	False	False	175,687
80	120-250	117-260	2-310	2.5%	0-056	0.1%	48%	False	False	131,817
100	120-250	117-260	2-310	2.5%	0-045	0.1%	48%	False	False	105,495

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	122-268
2.618	121-221
1.618	120-316
1.000	120-177
0.618	120-091
HIGH	119-272
0.618	119-186
0.500	119-160
0.382	119-133
LOW	119-047
0.618	118-228
1.000	118-142
1.618	118-003
2.618	117-098
4.250	116-051

Fisher Pivots for day following 15-Sep-2015
Pivot	1 day	3 day
R1	119-160	119-160
PP	119-133	119-133
S1	119-106	119-106

Download as Excel Spreadsheet

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

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