ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 120-075 120-172 0-097 0.3% 119-195
High 120-165 121-047 0-202 0.5% 120-165
Low 120-062 120-150 0-088 0.2% 119-167
Close 120-132 120-247 0-115 0.3% 120-132
Range 0-103 0-217 0-114 110.7% 0-318
ATR 0-124 0-132 0-008 6.4% 0-000
Volume 825,274 1,527,438 702,164 85.1% 3,003,685
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 122-266 122-153 121-046
R3 122-049 121-256 120-307
R2 121-152 121-152 120-287
R1 121-039 121-039 120-267 121-096
PP 120-255 120-255 120-255 120-283
S1 120-142 120-142 120-227 120-198
S2 120-038 120-038 120-207
S3 119-141 119-245 120-187
S4 118-244 119-028 120-128
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 123-042 122-245 120-307
R3 122-044 121-247 120-219
R2 121-046 121-046 120-190
R1 120-249 120-249 120-161 120-308
PP 120-048 120-048 120-048 120-077
S1 119-251 119-251 120-103 119-310
S2 119-050 119-050 120-074
S3 118-052 118-253 120-045
S4 117-054 117-255 119-277
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-047 119-167 1-200 1.3% 0-136 0.4% 77% True False 836,586
10 121-047 119-150 1-217 1.4% 0-140 0.4% 78% True False 720,635
20 121-047 119-052 1-315 1.6% 0-126 0.3% 81% True False 664,801
40 121-047 118-227 2-140 2.0% 0-130 0.3% 85% True False 625,407
60 121-047 118-037 3-010 2.5% 0-131 0.3% 88% True False 638,492
80 121-047 118-037 3-010 2.5% 0-125 0.3% 88% True False 537,271
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 124-009
2.618 122-295
1.618 122-078
1.000 121-264
0.618 121-181
HIGH 121-047
0.618 120-284
0.500 120-258
0.382 120-233
LOW 120-150
0.618 120-016
1.000 119-253
1.618 119-119
2.618 118-222
4.250 117-188
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 120-258 120-229
PP 120-255 120-211
S1 120-251 120-194

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

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