ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 119-047 119-062 0-015 0.0% 118-187
High 119-047 119-062 0-015 0.0% 119-087
Low 119-047 119-062 0-015 0.0% 118-155
Close 119-047 119-062 0-015 0.0% 119-087
Range
ATR 0-086 0-081 -0-005 -5.9% 0-000
Volume
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 119-062 119-062 119-062
R3 119-062 119-062 119-062
R2 119-062 119-062 119-062
R1 119-062 119-062 119-062 119-062
PP 119-062 119-062 119-062 119-062
S1 119-062 119-062 119-062 119-062
S2 119-062 119-062 119-062
S3 119-062 119-062 119-062
S4 119-062 119-062 119-062
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 121-121 121-037 119-226
R3 120-188 120-104 119-157
R2 119-256 119-256 119-134
R1 119-172 119-172 119-111 119-214
PP 119-003 119-003 119-003 119-024
S1 118-239 118-239 119-064 118-281
S2 118-071 118-071 119-041
S3 117-138 117-307 119-018
S4 116-206 117-054 118-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-218 118-310 0-227 0.6% 0-000 0.0% 32% False False
10 119-218 118-113 1-105 1.1% 0-000 0.0% 64% False False
20 119-218 118-018 1-200 1.4% 0-000 0.0% 70% False False
40 119-218 118-018 1-200 1.4% 0-000 0.0% 70% False False
60 119-218 117-260 1-278 1.6% 0-000 0.0% 74% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 119-062
2.618 119-062
1.618 119-062
1.000 119-062
0.618 119-062
HIGH 119-062
0.618 119-062
0.500 119-062
0.382 119-062
LOW 119-062
0.618 119-062
1.000 119-062
1.618 119-062
2.618 119-062
4.250 119-062
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 119-062 119-132
PP 119-062 119-109
S1 119-062 119-086

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

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