ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 120-012 119-297 -0-035 -0.1% 120-172
High 120-037 120-055 0-018 0.0% 121-047
Low 119-270 119-287 0-017 0.0% 119-292
Close 119-287 120-025 0-058 0.2% 119-305
Range 0-087 0-088 0-001 1.1% 1-075
ATR 0-131 0-128 -0-003 -2.4% 0-000
Volume 77,864 26,514 -51,350 -65.9% 8,021,685
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-280 120-240 120-073
R3 120-192 120-152 120-049
R2 120-104 120-104 120-041
R1 120-064 120-064 120-033 120-084
PP 120-016 120-016 120-016 120-026
S1 119-296 119-296 120-017 119-316
S2 119-248 119-248 120-009
S3 119-160 119-208 120-001
S4 119-072 119-120 119-297
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 124-013 123-074 120-202
R3 122-258 121-319 120-094
R2 121-183 121-183 120-057
R1 120-244 120-244 120-021 120-176
PP 120-108 120-108 120-108 120-074
S1 119-169 119-169 119-269 119-101
S2 119-033 119-033 119-233
S3 117-278 118-094 119-196
S4 116-203 117-019 119-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-115 119-240 0-195 0.5% 0-111 0.3% 54% False False 229,468
10 121-047 119-240 1-127 1.2% 0-134 0.3% 23% False False 924,406
20 121-047 119-090 1-277 1.6% 0-132 0.3% 43% False False 759,124
40 121-047 118-277 2-090 1.9% 0-123 0.3% 53% False False 661,142
60 121-047 118-037 3-010 2.5% 0-129 0.3% 65% False False 654,904
80 121-047 118-037 3-010 2.5% 0-128 0.3% 65% False False 623,162
100 121-047 118-037 3-010 2.5% 0-116 0.3% 65% False False 498,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-109
2.618 120-285
1.618 120-197
1.000 120-143
0.618 120-109
HIGH 120-055
0.618 120-021
0.500 120-011
0.382 120-001
LOW 119-287
0.618 119-233
1.000 119-199
1.618 119-145
2.618 119-057
4.250 118-233
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 120-020 120-013
PP 120-016 120-001
S1 120-011 119-308

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

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