ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	119-070	119-075	0-005	0.0%	119-265
High	119-137	119-300	0-163	0.4%	119-267
Low	119-052	119-062	0-010	0.0%	119-090
Close	119-065	119-260	0-195	0.5%	119-232
Range	0-085	0-238	0-153	180.0%	0-177
ATR	0-120	0-128	0-008	7.1%	0-000
Volume	623,221	850,506	227,285	36.5%	2,091,056

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-281	121-189	120-071
R3	121-043	120-271	120-005
R2	120-125	120-125	119-304
R1	120-033	120-033	119-282	120-079
PP	119-207	119-207	119-207	119-230
S1	119-115	119-115	119-238	119-161
S2	118-289	118-289	119-216
S3	118-051	118-197	119-195
S4	117-133	117-279	119-129

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	119-300	119-047	0-253	0.7%	0-141	0.4%	84%	True	False	585,260
10	120-040	119-047	0-313	0.8%	0-127	0.3%	68%	False	False	597,381
20	120-250	119-047	1-203	1.4%	0-131	0.3%	41%	False	False	596,830
40	120-250	118-200	2-050	1.8%	0-113	0.3%	55%	False	False	300,271
60	120-250	118-010	2-240	2.3%	0-080	0.2%	65%	False	False	200,242
80	120-250	117-260	2-310	2.5%	0-060	0.2%	67%	False	False	150,234
100	120-250	117-260	2-310	2.5%	0-048	0.1%	67%	False	False	120,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 107 trading days

Fibonacci Retracements and Extensions
4.250	123-032
2.618	121-283
1.618	121-045
1.000	120-218
0.618	120-127
HIGH	119-300
0.618	119-209
0.500	119-181
0.382	119-153
LOW	119-062
0.618	118-235
1.000	118-144
1.618	117-317
2.618	117-079
4.250	116-010

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	119-234	119-231
PP	119-207	119-202
S1	119-181	119-174

Download as Excel Spreadsheet

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

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