ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	118-153	118-100	-0-053	-0.1%	118-105
High	118-153	118-100	-0-053	-0.1%	118-235
Low	118-153	118-100	-0-053	-0.1%	118-105
Close	118-153	118-100	-0-053	-0.1%	118-153
Range
ATR	0-077	0-076	-0-002	-2.3%	0-000
Volume

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-100	118-100	118-100
R3	118-100	118-100	118-100
R2	118-100	118-100	118-100
R1	118-100	118-100	118-100	118-100
PP	118-100	118-100	118-100	118-100
S1	118-100	118-100	118-100	118-100
S2	118-100	118-100	118-100
S3	118-100	118-100	118-100
S4	118-100	118-100	118-100

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-234	119-163	118-224
R3	119-104	119-033	118-188
R2	118-294	118-294	118-176
R1	118-223	118-223	118-164	118-259
PP	118-164	118-164	118-164	118-182
S1	118-093	118-093	118-141	118-129
S2	118-034	118-034	118-129
S3	117-224	117-283	118-117
S4	117-094	117-153	118-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-235	118-100	0-135	0.4%	0-000	0.0%	0%	False	True
10	119-118	118-100	1-018	0.9%	0-000	0.0%	0%	False	True
20	119-118	118-007	1-110	1.1%	0-000	0.0%	22%	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	118-100
2.618	118-100
1.618	118-100
1.000	118-100
0.618	118-100
HIGH	118-100
0.618	118-100
0.500	118-100
0.382	118-100
LOW	118-100
0.618	118-100
1.000	118-100
1.618	118-100
2.618	118-100
4.250	118-100

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	118-100	118-140
PP	118-100	118-127
S1	118-100	118-113

Download as Excel Spreadsheet

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

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