ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	120-020	119-262	-0-078	-0.2%	119-222
High	120-025	120-077	0-052	0.1%	120-055
Low	119-250	119-260	0-010	0.0%	119-047
Close	119-257	120-057	0-120	0.3%	120-035
Range	0-095	0-137	0-042	44.2%	1-008
ATR	0-125	0-127	0-001	0.8%	0-000
Volume	438,442	498,244	59,802	13.6%	3,194,093

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-116	121-063	120-132
R3	120-299	120-246	120-095
R2	120-162	120-162	120-082
R1	120-109	120-109	120-070	120-136
PP	120-025	120-025	120-025	120-038
S1	119-292	119-292	120-044	119-318
S2	119-208	119-208	120-032
S3	119-071	119-155	120-019
S4	118-254	119-018	119-302

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	120-077	119-052	1-025	0.9%	0-132	0.3%	94%	True	False	613,519
10	120-077	119-047	1-030	0.9%	0-124	0.3%	94%	True	False	575,161
20	120-120	119-047	1-073	1.0%	0-128	0.3%	84%	False	False	667,208
40	120-250	118-200	2-050	1.8%	0-120	0.3%	72%	False	False	340,116
60	120-250	118-070	2-180	2.1%	0-086	0.2%	76%	False	False	226,796
80	120-250	117-260	2-310	2.5%	0-064	0.2%	80%	False	False	170,149
100	120-250	117-260	2-310	2.5%	0-051	0.1%	80%	False	False	136,161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-019
2.618	121-116
1.618	120-299
1.000	120-214
0.618	120-162
HIGH	120-077
0.618	120-025
0.500	120-008
0.382	119-312
LOW	119-260
0.618	119-175
1.000	119-123
1.618	119-038
2.618	118-221
4.250	117-318

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	120-041	120-039
PP	120-025	120-021
S1	120-008	120-004

Download as Excel Spreadsheet

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

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