ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	119-262	120-045	0-103	0.3%	119-222
High	120-077	120-097	0-020	0.1%	120-055
Low	119-260	120-002	0-062	0.2%	119-047
Close	120-057	120-037	-0-020	-0.1%	120-035
Range	0-137	0-095	-0-042	-30.7%	1-008
ATR	0-127	0-124	-0-002	-1.8%	0-000
Volume	498,244	464,665	-33,579	-6.7%	3,194,093

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-010	120-279	120-089
R3	120-235	120-184	120-063
R2	120-140	120-140	120-054
R1	120-089	120-089	120-046	120-067
PP	120-045	120-045	120-045	120-034
S1	119-314	119-314	120-028	119-292
S2	119-270	119-270	120-020
S3	119-175	119-219	120-011
S4	119-080	119-124	119-305

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	120-097	119-062	1-035	0.9%	0-134	0.3%	83%	True	False	581,808
10	120-097	119-047	1-050	1.0%	0-122	0.3%	84%	True	False	553,821
20	120-097	119-047	1-050	1.0%	0-124	0.3%	84%	True	False	673,794
40	120-250	118-200	2-050	1.8%	0-121	0.3%	69%	False	False	351,731
60	120-250	118-070	2-180	2.1%	0-087	0.2%	74%	False	False	234,537
80	120-250	117-260	2-310	2.5%	0-065	0.2%	78%	False	False	175,955
100	120-250	117-260	2-310	2.5%	0-052	0.1%	78%	False	False	140,805

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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-181
2.618	121-026
1.618	120-251
1.000	120-192
0.618	120-156
HIGH	120-097
0.618	120-061
0.500	120-050
0.382	120-038
LOW	120-002
0.618	119-263
1.000	119-227
1.618	119-168
2.618	119-073
4.250	118-238

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	120-050	120-029
PP	120-045	120-021
S1	120-041	120-014

Download as Excel Spreadsheet

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

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