ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	119-235	119-070	-0-165	-0.4%	119-265
High	119-272	119-137	-0-135	-0.4%	119-267
Low	119-047	119-052	0-005	0.0%	119-090
Close	119-080	119-065	-0-015	0.0%	119-232
Range	0-225	0-085	-0-140	-62.2%	0-177
ATR	0-122	0-120	-0-003	-2.2%	0-000
Volume	705,451	623,221	-82,230	-11.7%	2,091,056

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-020	119-287	119-112
R3	119-255	119-202	119-088
R2	119-170	119-170	119-081
R1	119-117	119-117	119-073	119-101
PP	119-085	119-085	119-085	119-076
S1	119-032	119-032	119-057	119-016
S2	119-000	119-000	119-049
S3	118-235	118-267	119-042
S4	118-150	118-182	119-018

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%	0-110	0.3%	8%	False	False	525,835
10	120-040	119-047	0-313	0.8%	0-112	0.3%	6%	False	False	575,866
20	120-250	119-010	1-240	1.5%	0-129	0.3%	10%	False	False	554,853
40	120-250	118-170	2-080	1.9%	0-108	0.3%	30%	False	False	279,013
60	120-250	118-010	2-240	2.3%	0-076	0.2%	43%	False	False	186,070
80	120-250	117-260	2-310	2.5%	0-057	0.1%	47%	False	False	139,605
100	120-250	117-260	2-310	2.5%	0-046	0.1%	47%	False	False	111,726

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

Fibonacci Retracements and Extensions
4.250	120-178
2.618	120-040
1.618	119-275
1.000	119-222
0.618	119-190
HIGH	119-137
0.618	119-105
0.500	119-094
0.382	119-084
LOW	119-052
0.618	118-319
1.000	118-287
1.618	118-234
2.618	118-149
4.250	118-011

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	119-094	119-160
PP	119-085	119-128
S1	119-075	119-096

Download as Excel Spreadsheet

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

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