ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 119-150 119-207 0-057 0.1% 119-285
High 119-230 119-207 -0-023 -0.1% 120-017
Low 119-090 119-132 0-042 0.1% 119-052
Close 119-195 119-145 -0-050 -0.1% 119-195
Range 0-140 0-075 -0-065 -46.4% 0-285
ATR 0-123 0-120 -0-003 -2.8% 0-000
Volume 705,321 379,469 -325,852 -46.2% 3,072,556
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-066 120-021 119-186
R3 119-311 119-266 119-166
R2 119-236 119-236 119-159
R1 119-191 119-191 119-152 119-176
PP 119-161 119-161 119-161 119-154
S1 119-116 119-116 119-138 119-101
S2 119-086 119-086 119-131
S3 119-011 119-041 119-124
S4 118-256 118-286 119-104
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 122-090 121-267 120-032
R3 121-125 120-302 119-273
R2 120-160 120-160 119-247
R1 120-017 120-017 119-221 119-266
PP 119-195 119-195 119-195 119-159
S1 119-052 119-052 119-169 118-301
S2 118-230 118-230 119-143
S3 117-265 118-087 119-117
S4 116-300 117-122 119-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-000 119-052 0-268 0.7% 0-119 0.3% 35% False False 589,031
10 120-017 119-052 0-285 0.7% 0-114 0.3% 33% False False 608,968
20 120-017 118-277 1-060 1.0% 0-107 0.3% 49% False False 553,813
40 120-017 118-127 1-210 1.4% 0-126 0.3% 64% False False 594,516
60 120-017 118-037 1-300 1.6% 0-126 0.3% 69% False False 595,734
80 120-070 118-037 2-033 1.8% 0-114 0.3% 64% False False 447,249
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 120-206
2.618 120-083
1.618 120-008
1.000 119-282
0.618 119-253
HIGH 119-207
0.618 119-178
0.500 119-170
0.382 119-161
LOW 119-132
0.618 119-086
1.000 119-057
1.618 119-011
2.618 118-256
4.250 118-133
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 119-170 119-160
PP 119-161 119-155
S1 119-153 119-150

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

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