ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 21-May-2015

Day Change Summary
	Previous	Current
	20-May-2015	21-May-2015	Change	Change %	Previous Week
Open	119-167	119-255	0-088	0.2%	119-300
High	119-272	120-002	0-050	0.1%	120-090
Low	119-162	119-232	0-070	0.2%	119-045
Close	119-250	119-317	0-067	0.2%	120-062
Range	0-110	0-090	-0-020	-18.2%	1-045
ATR	0-131	0-129	-0-003	-2.3%	0-000
Volume	738,147	610,494	-127,653	-17.3%	3,677,634

Daily Pivots for day following 21-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-240	120-209	120-046
R3	120-150	120-119	120-022
R2	120-060	120-060	120-014
R1	120-029	120-029	120-005	120-044
PP	119-290	119-290	119-290	119-298
S1	119-259	119-259	119-309	119-274
S2	119-200	119-200	119-300
S3	119-110	119-169	119-292
S4	119-020	119-079	119-268

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-094	122-283	120-263
R3	122-049	121-238	120-162
R2	121-004	121-004	120-129
R1	120-193	120-193	120-095	120-258
PP	119-279	119-279	119-279	119-312
S1	119-148	119-148	120-029	119-214
S2	118-234	118-234	119-315
S3	117-189	118-103	119-282
S4	116-144	117-058	119-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-090	119-155	0-255	0.7%	0-125	0.3%	64%	False	False	627,424
10	120-090	119-045	1-045	1.0%	0-145	0.4%	75%	False	False	719,133
20	120-230	119-045	1-185	1.3%	0-134	0.3%	54%	False	False	706,078
40	120-292	119-045	1-247	1.5%	0-116	0.3%	48%	False	False	607,051
60	120-292	118-092	2-200	2.2%	0-123	0.3%	65%	False	False	627,074
80	120-292	118-092	2-200	2.2%	0-124	0.3%	65%	False	False	498,194
100	120-292	117-300	2-312	2.5%	0-109	0.3%	69%	False	False	398,609

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-028
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	121-064
2.618	120-238
1.618	120-148
1.000	120-092
0.618	120-058
HIGH	120-002
0.618	119-288
0.500	119-277
0.382	119-266
LOW	119-232
0.618	119-176
1.000	119-142
1.618	119-086
2.618	118-316
4.250	118-170

Fisher Pivots for day following 21-May-2015
Pivot	1 day	3 day
R1	119-304	119-294
PP	119-290	119-271
S1	119-277	119-248

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

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