ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 118-060 118-220 0-160 0.4% 118-233
High 118-060 118-220 0-160 0.4% 118-233
Low 118-060 118-220 0-160 0.4% 118-018
Close 118-060 118-220 0-160 0.4% 118-120
Range
ATR 0-075 0-081 0-006 8.1% 0-000
Volume
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 118-220 118-220 118-220
R3 118-220 118-220 118-220
R2 118-220 118-220 118-220
R1 118-220 118-220 118-220 118-220
PP 118-220 118-220 118-220 118-220
S1 118-220 118-220 118-220 118-220
S2 118-220 118-220 118-220
S3 118-220 118-220 118-220
S4 118-220 118-220 118-220
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-128 120-019 118-238
R3 119-233 119-124 118-179
R2 119-018 119-018 118-159
R1 118-229 118-229 118-140 118-176
PP 118-123 118-123 118-123 118-097
S1 118-014 118-014 118-100 117-281
S2 117-228 117-228 118-081
S3 117-013 117-119 118-061
S4 116-118 116-224 118-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-220 118-018 0-202 0.5% 0-000 0.0% 100% True False
10 118-233 118-018 0-215 0.6% 0-000 0.0% 94% False False
20 119-027 118-018 1-010 0.9% 0-000 0.0% 61% False False
40 119-118 118-007 1-110 1.1% 0-000 0.0% 49% 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
4.250 118-220
2.618 118-220
1.618 118-220
1.000 118-220
0.618 118-220
HIGH 118-220
0.618 118-220
0.500 118-220
0.382 118-220
LOW 118-220
0.618 118-220
1.000 118-220
1.618 118-220
2.618 118-220
4.250 118-220
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 118-220 118-193
PP 118-220 118-167
S1 118-220 118-140

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

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