ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	118-255	119-027	0-092	0.2%	118-100
High	118-255	119-027	0-092	0.2%	118-255
Low	118-255	119-027	0-092	0.2%	118-100
Close	118-255	119-027	0-092	0.2%	118-255
Range
ATR	0-066	0-068	0-002	2.8%	0-000
Volume

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-027	119-027	119-027
R3	119-027	119-027	119-027
R2	119-027	119-027	119-027
R1	119-027	119-027	119-027	119-027
PP	119-027	119-027	119-027	119-027
S1	119-027	119-027	119-027	119-027
S2	119-027	119-027	119-027
S3	119-027	119-027	119-027
S4	119-027	119-027	119-027

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-028	119-297	119-020
R3	119-193	119-142	118-298
R2	119-038	119-038	118-283
R1	118-307	118-307	118-269	119-013
PP	118-203	118-203	118-203	118-216
S1	118-152	118-152	118-241	118-178
S2	118-048	118-048	118-227
S3	117-213	117-317	118-212
S4	117-058	117-162	118-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-027	118-170	0-177	0.5%	0-000	0.0%	100%	True	False
10	119-027	118-100	0-247	0.6%	0-000	0.0%	100%	True	False
20	119-118	118-078	1-040	0.9%	0-000	0.0%	75%	False	False
40	119-118	117-260	1-178	1.3%	0-000	0.0%	82%	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	119-027
2.618	119-027
1.618	119-027
1.000	119-027
0.618	119-027
HIGH	119-027
0.618	119-027
0.500	119-027
0.382	119-027
LOW	119-027
0.618	119-027
1.000	119-027
1.618	119-027
2.618	119-027
4.250	119-027

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	119-027	119-007
PP	119-027	118-306
S1	119-027	118-285

Download as Excel Spreadsheet

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

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