ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 119-222 120-025 0-123 0.3% 119-207
High 120-052 120-080 0-028 0.1% 120-127
Low 119-167 120-020 0-173 0.5% 119-132
Close 120-035 120-045 0-010 0.0% 119-187
Range 0-205 0-060 -0-145 -70.7% 0-315
ATR 0-130 0-125 -0-005 -3.8% 0-000
Volume 830,208 626,896 -203,312 -24.5% 3,054,696
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-228 120-197 120-078
R3 120-168 120-137 120-062
R2 120-108 120-108 120-056
R1 120-077 120-077 120-050 120-092
PP 120-048 120-048 120-048 120-056
S1 120-017 120-017 120-040 120-032
S2 119-308 119-308 120-034
S3 119-248 119-277 120-028
S4 119-188 119-217 120-012
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 122-240 122-049 120-040
R3 121-245 121-054 119-274
R2 120-250 120-250 119-245
R1 120-059 120-059 119-216 119-317
PP 119-255 119-255 119-255 119-224
S1 119-064 119-064 119-158 119-002
S2 118-260 118-260 119-129
S3 117-265 118-069 119-100
S4 116-270 117-074 119-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-080 119-162 0-238 0.6% 0-108 0.3% 85% True False 522,831
10 120-127 119-090 1-037 0.9% 0-129 0.3% 77% False False 593,842
20 120-127 119-052 1-075 1.0% 0-120 0.3% 79% False False 593,716
40 120-127 118-185 1-262 1.5% 0-128 0.3% 86% False False 593,045
60 120-127 118-037 2-090 1.9% 0-128 0.3% 89% False False 626,665
80 120-127 118-037 2-090 1.9% 0-125 0.3% 89% False False 507,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-029
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 121-015
2.618 120-237
1.618 120-177
1.000 120-140
0.618 120-117
HIGH 120-080
0.618 120-057
0.500 120-050
0.382 120-043
LOW 120-020
0.618 119-303
1.000 119-280
1.618 119-243
2.618 119-183
4.250 119-085
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 120-050 120-018
PP 120-048 119-311
S1 120-047 119-284

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

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