ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	120-157	120-185	0-028	0.1%	120-020
High	120-200	120-215	0-015	0.0%	120-132
Low	120-082	120-132	0-050	0.1%	119-242
Close	120-165	120-160	-0-005	0.0%	120-017
Range	0-118	0-083	-0-035	-29.7%	0-210
ATR	0-123	0-120	-0-003	-2.3%	0-000
Volume	706,267	554,744	-151,523	-21.5%	2,641,925

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-098	121-052	120-206
R3	121-015	120-289	120-183
R2	120-252	120-252	120-175
R1	120-206	120-206	120-168	120-188
PP	120-169	120-169	120-169	120-160
S1	120-123	120-123	120-152	120-104
S2	120-086	120-086	120-145
S3	120-003	120-040	120-137
S4	119-240	119-277	120-114

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	120-215	119-242	0-293	0.8%	0-105	0.3%	81%	True	False	614,255
10	120-215	119-242	0-293	0.8%	0-109	0.3%	81%	True	False	573,457
20	120-215	119-047	1-168	1.3%	0-118	0.3%	89%	True	False	585,419
40	120-250	118-240	2-010	1.7%	0-122	0.3%	86%	False	False	443,210
60	120-250	118-070	2-180	2.1%	0-098	0.3%	89%	False	False	295,783
80	120-250	117-260	2-310	2.5%	0-074	0.2%	91%	False	False	221,890
100	120-250	117-260	2-310	2.5%	0-059	0.2%	91%	False	False	177,553

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-021
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	121-248
2.618	121-112
1.618	121-029
1.000	120-298
0.618	120-266
HIGH	120-215
0.618	120-183
0.500	120-174
0.382	120-164
LOW	120-132
0.618	120-081
1.000	120-049
1.618	119-318
2.618	119-235
4.250	119-099

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	120-174	120-154
PP	120-169	120-149
S1	120-164	120-144

Download as Excel Spreadsheet

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

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