ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	120-020	120-005	-0-015	0.0%	120-020
High	120-132	120-032	-0-100	-0.3%	120-132
Low	120-002	119-242	-0-080	-0.2%	119-242
Close	120-067	120-017	-0-050	-0.1%	120-017
Range	0-130	0-110	-0-020	-15.4%	0-210
ATR	0-125	0-126	0-001	1.2%	0-000
Volume	604,759	635,815	31,056	5.1%	2,641,925

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-000	120-279	120-078
R3	120-210	120-169	120-047
R2	120-100	120-100	120-037
R1	120-059	120-059	120-027	120-080
PP	119-310	119-310	119-310	120-001
S1	119-269	119-269	120-007	119-290
S2	119-200	119-200	119-317
S3	119-090	119-159	119-307
S4	118-300	119-049	119-276

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-014	121-225	120-132
R3	121-124	121-015	120-075
R2	120-234	120-234	120-056
R1	120-125	120-125	120-036	120-074
PP	120-024	120-024	120-024	119-318
S1	119-235	119-235	119-318	119-184
S2	119-134	119-134	119-298
S3	118-244	119-025	119-279
S4	118-034	118-135	119-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-132	119-242	0-210	0.5%	0-113	0.3%	45%	False	True	528,385
10	120-132	119-047	1-085	1.1%	0-128	0.3%	72%	False	False	583,601
20	120-132	119-047	1-085	1.1%	0-120	0.3%	72%	False	False	603,756
40	120-250	118-200	2-050	1.8%	0-124	0.3%	66%	False	False	382,714
60	120-250	118-070	2-180	2.1%	0-091	0.2%	72%	False	False	255,206
80	120-250	117-260	2-310	2.5%	0-068	0.2%	75%	False	False	191,457
100	120-250	117-260	2-310	2.5%	0-055	0.1%	75%	False	False	153,207

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	121-180
2.618	121-000
1.618	120-210
1.000	120-142
0.618	120-100
HIGH	120-032
0.618	119-310
0.500	119-297
0.382	119-284
LOW	119-242
0.618	119-174
1.000	119-132
1.618	119-064
2.618	118-274
4.250	118-094

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	120-004	120-027
PP	119-310	120-024
S1	119-297	120-020

Download as Excel Spreadsheet

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

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