ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 14-Jul-2015

Day Change Summary
	Previous	Current
	13-Jul-2015	14-Jul-2015	Change	Change %	Previous Week
Open	118-105	118-170	0-065	0.2%	119-010
High	118-105	118-170	0-065	0.2%	119-118
Low	118-105	118-170	0-065	0.2%	118-158
Close	118-105	118-170	0-065	0.2%	118-158
Range
ATR	0-086	0-085	-0-002	-1.8%	0-000
Volume

Daily Pivots for day following 14-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-170	118-170	118-170
R3	118-170	118-170	118-170
R2	118-170	118-170	118-170
R1	118-170	118-170	118-170	118-170
PP	118-170	118-170	118-170	118-170
S1	118-170	118-170	118-170	118-170
S2	118-170	118-170	118-170
S3	118-170	118-170	118-170
S4	118-170	118-170	118-170

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-131	120-264	118-312
R3	120-171	119-304	118-235
R2	119-211	119-211	118-209
R1	119-024	119-024	118-183	118-298
PP	118-251	118-251	118-251	118-228
S1	118-064	118-064	118-132	118-018
S2	117-291	117-291	118-106
S3	117-011	117-104	118-081
S4	116-051	116-144	118-004

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-118	118-105	1-013	0.9%	0-000	0.0%	20%	False	False
10	119-118	118-078	1-040	0.9%	0-000	0.0%	26%	False	False
20	119-118	118-007	1-110	1.1%	0-000	0.0%	38%	False	False

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	118-170
2.618	118-170
1.618	118-170
1.000	118-170
0.618	118-170
HIGH	118-170
0.618	118-170
0.500	118-170
0.382	118-170
LOW	118-170
0.618	118-170
1.000	118-170
1.618	118-170
2.618	118-170
4.250	118-170

Fisher Pivots for day following 14-Jul-2015
Pivot	1 day	3 day
R1	118-170	118-159
PP	118-170	118-148
S1	118-170	118-138

Download as Excel Spreadsheet

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

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