ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 118-100 118-018 -0-082 -0.2% 119-027
High 118-100 118-018 -0-082 -0.2% 119-027
Low 118-100 118-018 -0-082 -0.2% 118-047
Close 118-100 118-018 -0-082 -0.2% 118-178
Range
ATR 0-080 0-080 0-000 0.2% 0-000
Volume
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 118-018 118-018 118-018
R3 118-018 118-018 118-018
R2 118-018 118-018 118-018
R1 118-018 118-018 118-018 118-018
PP 118-018 118-018 118-018 118-018
S1 118-018 118-018 118-018 118-018
S2 118-018 118-018 118-018
S3 118-018 118-018 118-018
S4 118-018 118-018 118-018
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
5 118-233 118-018 0-215 0.6% 0-000 0.0% 0% False True
10 119-027 118-018 1-010 0.9% 0-000 0.0% 0% False True
20 119-027 118-018 1-010 0.9% 0-000 0.0% 0% False True
40 119-118 117-260 1-178 1.3% 0-000 0.0% 16% 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
4.250 118-018
2.618 118-018
1.618 118-018
1.000 118-018
0.618 118-018
HIGH 118-018
0.618 118-018
0.500 118-018
0.382 118-018
LOW 118-018
0.618 118-018
1.000 118-018
1.618 118-018
2.618 118-018
4.250 118-018
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 118-018 118-125
PP 118-018 118-089
S1 118-018 118-053

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

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