ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	120-022	120-102	0-080	0.2%	120-020
High	120-110	120-187	0-077	0.2%	120-132
Low	120-010	120-072	0-062	0.2%	119-242
Close	120-107	120-175	0-068	0.2%	120-017
Range	0-100	0-115	0-015	15.0%	0-210
ATR	0-124	0-124	-0-001	-0.5%	0-000
Volume	501,279	673,173	171,894	34.3%	2,641,925

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-170	121-127	120-238
R3	121-055	121-012	120-207
R2	120-260	120-260	120-196
R1	120-217	120-217	120-186	120-238
PP	120-145	120-145	120-145	120-155
S1	120-102	120-102	120-164	120-124
S2	120-030	120-030	120-154
S3	119-235	119-307	120-143
S4	119-120	119-192	120-112

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	120-187	119-242	0-265	0.7%	0-110	0.3%	95%	True	False	575,938
10	120-187	119-052	1-135	1.2%	0-121	0.3%	97%	True	False	594,728
20	120-187	119-047	1-140	1.2%	0-118	0.3%	97%	True	False	591,206
40	120-250	118-200	2-050	1.8%	0-122	0.3%	89%	False	False	412,001
60	120-250	118-070	2-180	2.1%	0-095	0.2%	91%	False	False	274,773
80	120-250	117-260	2-310	2.5%	0-071	0.2%	92%	False	False	206,132
100	120-250	117-260	2-310	2.5%	0-057	0.1%	92%	False	False	164,947

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	122-036
2.618	121-168
1.618	121-053
1.000	120-302
0.618	120-258
HIGH	120-187
0.618	120-143
0.500	120-130
0.382	120-116
LOW	120-072
0.618	120-001
1.000	119-277
1.618	119-206
2.618	119-091
4.250	118-223

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	120-160	120-135
PP	120-145	120-095
S1	120-130	120-054

Download as Excel Spreadsheet

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

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