ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 24-Sep-2015

Day Change Summary
	Previous	Current
	23-Sep-2015	24-Sep-2015	Change	Change %	Previous Week
Open	120-045	120-020	-0-025	-0.1%	119-222
High	120-097	120-132	0-035	0.1%	120-055
Low	120-002	120-002	0-000	0.0%	119-047
Close	120-037	120-067	0-030	0.1%	120-035
Range	0-095	0-130	0-035	36.8%	1-008
ATR	0-124	0-125	0-000	0.3%	0-000
Volume	464,665	604,759	140,094	30.1%	3,194,093

Daily Pivots for day following 24-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-137	121-072	120-138
R3	121-007	120-262	120-103
R2	120-197	120-197	120-091
R1	120-132	120-132	120-079	120-164
PP	120-067	120-067	120-067	120-083
S1	120-002	120-002	120-055	120-034
S2	119-257	119-257	120-043
S3	119-127	119-192	120-031
S4	118-317	119-062	119-316

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	120-132	119-250	0-202	0.5%	0-112	0.3%	68%	True	False	532,658
10	120-132	119-047	1-085	1.1%	0-126	0.3%	84%	True	False	558,959
20	120-132	119-047	1-085	1.1%	0-121	0.3%	84%	True	False	638,183
40	120-250	118-200	2-050	1.8%	0-123	0.3%	73%	False	False	366,842
60	120-250	118-070	2-180	2.1%	0-089	0.2%	78%	False	False	244,613
80	120-250	117-260	2-310	2.5%	0-067	0.2%	81%	False	False	183,512
100	120-250	117-260	2-310	2.5%	0-054	0.1%	81%	False	False	146,851

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 2 trading days

Fibonacci Retracements and Extensions
4.250	122-044
2.618	121-152
1.618	121-022
1.000	120-262
0.618	120-212
HIGH	120-132
0.618	120-082
0.500	120-067
0.382	120-052
LOW	120-002
0.618	119-242
1.000	119-192
1.618	119-112
2.618	118-302
4.250	118-090

Fisher Pivots for day following 24-Sep-2015
Pivot	1 day	3 day
R1	120-067	120-057
PP	120-067	120-046
S1	120-067	120-036

Download as Excel Spreadsheet

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

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