ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	119-275	120-020	0-065	0.2%	119-222
High	120-055	120-025	-0-030	-0.1%	120-055
Low	119-272	119-250	-0-022	-0.1%	119-047
Close	120-035	119-257	-0-098	-0.3%	120-035
Range	0-103	0-095	-0-008	-7.8%	1-008
ATR	0-127	0-125	-0-002	-1.2%	0-000
Volume	657,183	438,442	-218,741	-33.3%	3,194,093

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-249	120-188	119-309
R3	120-154	120-093	119-283
R2	120-059	120-059	119-274
R1	119-318	119-318	119-266	119-301
PP	119-284	119-284	119-284	119-276
S1	119-223	119-223	119-248	119-206
S2	119-189	119-189	119-240
S3	119-094	119-128	119-231
S4	118-319	119-033	119-205

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%	0-149	0.4%	64%	False	False	654,960
10	120-055	119-047	1-008	0.9%	0-120	0.3%	64%	False	False	572,359
20	120-250	119-047	1-203	1.4%	0-132	0.3%	40%	False	False	648,158
40	120-250	118-200	2-050	1.8%	0-117	0.3%	55%	False	False	327,660
60	120-250	118-010	2-240	2.3%	0-083	0.2%	64%	False	False	218,495
80	120-250	117-260	2-310	2.5%	0-063	0.2%	67%	False	False	163,924
100	120-250	117-260	2-310	2.5%	0-050	0.1%	67%	False	False	131,181

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	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-109
2.618	120-274
1.618	120-179
1.000	120-120
0.618	120-084
HIGH	120-025
0.618	119-309
0.500	119-298
0.382	119-286
LOW	119-250
0.618	119-191
1.000	119-155
1.618	119-096
2.618	119-001
4.250	118-166

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	119-298	119-244
PP	119-284	119-231
S1	119-270	119-218

Download as Excel Spreadsheet

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

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