ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 08-May-2015

Day Change Summary
	Previous	Current
	07-May-2015	08-May-2015	Change	Change %	Previous Week
Open	119-152	119-177	0-025	0.1%	119-290
High	119-225	120-045	0-140	0.4%	120-045
Low	119-055	119-155	0-100	0.3%	119-055
Close	119-190	119-302	0-112	0.3%	119-302
Range	0-170	0-210	0-040	23.5%	0-310
ATR	0-117	0-124	0-007	5.7%	0-000
Volume	982,545	955,254	-27,291	-2.8%	3,973,035

Daily Pivots for day following 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-264	121-173	120-098
R3	121-054	120-283	120-040
R2	120-164	120-164	120-020
R1	120-073	120-073	120-001	120-118
PP	119-274	119-274	119-274	119-297
S1	119-183	119-183	119-283	119-228
S2	119-064	119-064	119-264
S3	118-174	118-293	119-244
S4	117-284	118-083	119-186

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-211	122-086	120-152
R3	121-221	121-096	120-067
R2	120-231	120-231	120-039
R1	120-106	120-106	120-010	120-168
PP	119-241	119-241	119-241	119-272
S1	119-116	119-116	119-274	119-178
S2	118-251	118-251	119-245
S3	117-261	118-126	119-217
S4	116-271	117-136	119-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-045	119-055	0-310	0.8%	0-141	0.4%	80%	True	False	794,607
10	120-230	119-055	1-175	1.3%	0-133	0.3%	50%	False	False	738,011
20	120-287	119-055	1-232	1.4%	0-116	0.3%	45%	False	False	625,586
40	120-292	118-235	2-057	1.8%	0-116	0.3%	56%	False	False	584,320
60	120-292	118-092	2-200	2.2%	0-126	0.3%	63%	False	False	560,052
80	120-292	118-092	2-200	2.2%	0-117	0.3%	63%	False	False	420,290

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	0-029
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	122-298
2.618	121-275
1.618	121-065
1.000	120-255
0.618	120-175
HIGH	120-045
0.618	119-285
0.500	119-260
0.382	119-235
LOW	119-155
0.618	119-025
1.000	118-265
1.618	118-135
2.618	117-245
4.250	116-222

Fisher Pivots for day following 08-May-2015
Pivot	1 day	3 day
R1	119-288	119-271
PP	119-274	119-241
S1	119-260	119-210

Download as Excel Spreadsheet

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

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