ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 119-290 119-312 0-022 0.1% 119-285
High 120-127 120-057 -0-070 -0.2% 120-017
Low 119-272 119-210 -0-062 -0.2% 119-052
Close 120-012 119-225 -0-107 -0.3% 119-195
Range 0-175 0-167 -0-008 -4.6% 0-285
ATR 0-129 0-131 0-003 2.1% 0-000
Volume 785,794 687,215 -98,579 -12.5% 3,072,556
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 121-132 121-025 119-317
R3 120-285 120-178 119-271
R2 120-118 120-118 119-256
R1 120-011 120-011 119-240 119-301
PP 119-271 119-271 119-271 119-256
S1 119-164 119-164 119-210 119-134
S2 119-104 119-104 119-194
S3 118-257 118-317 119-179
S4 118-090 118-150 119-133
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
5 120-127 119-090 1-037 0.9% 0-150 0.4% 38% False False 664,854
10 120-127 119-052 1-075 1.0% 0-143 0.4% 44% False False 663,945
20 120-127 118-277 1-170 1.3% 0-115 0.3% 55% False False 587,857
40 120-127 118-185 1-262 1.5% 0-129 0.3% 62% False False 602,754
60 120-127 118-037 2-090 1.9% 0-128 0.3% 70% False False 632,542
80 120-127 118-037 2-090 1.9% 0-119 0.3% 70% False False 475,230
Crabel Price Patterns
NR True
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 0-030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-127
2.618 121-174
1.618 121-007
1.000 120-224
0.618 120-160
HIGH 120-057
0.618 119-313
0.500 119-294
0.382 119-274
LOW 119-210
0.618 119-107
1.000 119-043
1.618 118-260
2.618 118-093
4.250 117-140
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 119-294 119-298
PP 119-271 119-274
S1 119-248 119-250

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

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