ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 07-May-2015

Day Change Summary
	Previous	Current
	06-May-2015	07-May-2015	Change	Change %	Previous Week
Open	126-220	126-080	-0-140	-0.3%	129-020
High	126-270	126-270	0-000	0.0%	129-050
Low	126-080	125-280	-0-120	-0.3%	127-060
Close	126-130	126-230	0-100	0.2%	127-070
Range	0-190	0-310	0-120	63.2%	1-310
ATR	0-158	0-169	0-011	6.9%	0-000
Volume	24,093	9,821	-14,272	-59.2%	46,001

Daily Pivots for day following 07-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-123	129-007	127-080
R3	128-133	128-017	126-315
R2	127-143	127-143	126-287
R1	127-027	127-027	126-258	127-085
PP	126-153	126-153	126-153	126-182
S1	126-037	126-037	126-202	126-095
S2	125-163	125-163	126-173
S3	124-173	125-047	126-145
S4	123-183	124-057	126-060

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-243	132-147	128-096
R3	131-253	130-157	127-243
R2	129-263	129-263	127-186
R1	128-167	128-167	127-128	128-060
PP	127-273	127-273	127-273	127-220
S1	126-177	126-177	127-012	126-070
S2	125-283	125-283	126-274
S3	123-293	124-187	126-217
S4	121-303	122-197	126-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-260	125-280	1-300	1.5%	0-214	0.5%	44%	False	True	11,383
10	129-050	125-280	3-090	2.6%	0-194	0.5%	26%	False	True	9,329
20	129-170	125-280	3-210	2.9%	0-150	0.4%	23%	False	True	5,497

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	130-308
2.618	129-122
1.618	128-132
1.000	127-260
0.618	127-142
HIGH	126-270
0.618	126-152
0.500	126-115
0.382	126-078
LOW	125-280
0.618	125-088
1.000	124-290
1.618	124-098
2.618	123-108
4.250	121-242

Fisher Pivots for day following 07-May-2015
Pivot	1 day	3 day
R1	126-192	126-218
PP	126-153	126-207
S1	126-115	126-195

Download as Excel Spreadsheet

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

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