ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 118-047 118-178 0-130 0.3% 119-027
High 118-047 118-178 0-130 0.3% 119-027
Low 118-047 118-178 0-130 0.3% 118-047
Close 118-047 118-178 0-130 0.3% 118-178
Range
ATR 0-073 0-078 0-004 5.5% 0-000
Volume
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 118-178 118-178 118-178
R3 118-178 118-178 118-178
R2 118-178 118-178 118-178
R1 118-178 118-178 118-178 118-178
PP 118-178 118-178 118-178 118-178
S1 118-178 118-178 118-178 118-178
S2 118-178 118-178 118-178
S3 118-178 118-178 118-178
S4 118-178 118-178 118-178
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 121-131 120-294 119-023
R3 120-151 119-314 118-260
R2 119-171 119-171 118-233
R1 119-014 119-014 118-205 118-262
PP 118-191 118-191 118-191 118-155
S1 118-034 118-034 118-150 117-282
S2 117-211 117-211 118-123
S3 116-231 117-054 118-095
S4 115-251 116-074 118-013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-027 118-047 0-300 0.8% 0-000 0.0% 43% False False
10 119-027 118-047 0-300 0.8% 0-000 0.0% 43% False False
20 119-118 118-047 1-070 1.0% 0-000 0.0% 33% False False
40 119-118 117-260 1-178 1.3% 0-000 0.0% 48% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 118-178
2.618 118-178
1.618 118-178
1.000 118-178
0.618 118-178
HIGH 118-178
0.618 118-178
0.500 118-178
0.382 118-178
LOW 118-178
0.618 118-178
1.000 118-178
1.618 118-178
2.618 118-178
4.250 118-178
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 118-178 118-156
PP 118-178 118-134
S1 118-178 118-112

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

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