ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 118-318 119-035 0-038 0.1% 118-233
High 118-318 119-035 0-038 0.1% 119-035
Low 118-318 119-035 0-038 0.1% 118-233
Close 118-318 119-035 0-038 0.1% 119-035
Range
ATR 0-070 0-067 -0-002 -3.3% 0-000
Volume
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 119-035 119-035 119-035
R3 119-035 119-035 119-035
R2 119-035 119-035 119-035
R1 119-035 119-035 119-035 119-035
PP 119-035 119-035 119-035 119-035
S1 119-035 119-035 119-035 119-035
S2 119-035 119-035 119-035
S3 119-035 119-035 119-035
S4 119-035 119-035 119-035
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-042 120-001 119-102
R3 119-239 119-198 119-069
R2 119-117 119-117 119-057
R1 119-076 119-076 119-046 119-096
PP 118-314 118-314 118-314 119-004
S1 118-273 118-273 119-024 118-294
S2 118-192 118-192 119-013
S3 118-069 118-151 119-001
S4 117-267 118-028 118-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-035 118-233 0-122 0.3% 0-000 0.0% 100% True False
10 119-218 118-233 0-305 0.8% 0-000 0.0% 40% False False
20 119-218 118-060 1-158 1.3% 0-000 0.0% 62% False False
40 119-218 118-018 1-200 1.4% 0-000 0.0% 65% False False
60 119-218 118-007 1-210 1.4% 0-000 0.0% 66% 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
4.250 119-035
2.618 119-035
1.618 119-035
1.000 119-035
0.618 119-035
HIGH 119-035
0.618 119-035
0.500 119-035
0.382 119-035
LOW 119-035
0.618 119-035
1.000 119-035
1.618 119-035
2.618 119-035
4.250 119-035
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 119-035 119-019
PP 119-035 119-003
S1 119-035 118-308

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

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