ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	119-075	119-275	0-200	0.5%	119-222
High	119-300	120-055	0-075	0.2%	120-055
Low	119-062	119-272	0-210	0.6%	119-047
Close	119-260	120-035	0-095	0.2%	120-035
Range	0-238	0-103	-0-135	-56.7%	1-008
ATR	0-128	0-127	-0-001	-0.7%	0-000
Volume	850,506	657,183	-193,323	-22.7%	3,194,093

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-003	120-282	120-092
R3	120-220	120-179	120-063
R2	120-117	120-117	120-054
R1	120-076	120-076	120-044	120-096
PP	120-014	120-014	120-014	120-024
S1	119-293	119-293	120-026	119-314
S2	119-231	119-231	120-016
S3	119-128	119-190	120-007
S4	119-025	119-087	119-298

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-283	122-167	120-215
R3	121-275	121-159	120-125
R2	120-267	120-267	120-095
R1	120-151	120-151	120-065	120-209
PP	119-259	119-259	119-259	119-288
S1	119-143	119-143	120-005	119-201
S2	118-251	118-251	119-295
S3	117-243	118-135	119-265
S4	116-235	117-127	119-175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-055	119-047	1-008	0.9%	0-142	0.4%	94%	True	False	638,818
10	120-055	119-047	1-008	0.9%	0-128	0.3%	94%	True	False	602,941
20	120-250	119-047	1-203	1.4%	0-132	0.3%	59%	False	False	628,124
40	120-250	118-200	2-050	1.8%	0-116	0.3%	69%	False	False	316,700
60	120-250	118-010	2-240	2.3%	0-082	0.2%	76%	False	False	211,191
80	120-250	117-260	2-310	2.5%	0-061	0.2%	77%	False	False	158,446
100	120-250	117-260	2-310	2.5%	0-049	0.1%	77%	False	False	126,798

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-173
2.618	121-005
1.618	120-222
1.000	120-158
0.618	120-119
HIGH	120-055
0.618	120-016
0.500	120-004
0.382	119-311
LOW	119-272
0.618	119-208
1.000	119-169
1.618	119-105
2.618	119-002
4.250	118-154

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	120-024	119-308
PP	120-014	119-261
S1	120-004	119-214

Download as Excel Spreadsheet

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

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