ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 11-May-2015

Day Change Summary
	Previous	Current
	08-May-2015	11-May-2015	Change	Change %	Previous Week
Open	119-177	119-300	0-123	0.3%	119-290
High	120-045	120-015	-0-030	-0.1%	120-045
Low	119-155	119-147	-0-008	0.0%	119-055
Close	119-302	119-157	-0-145	-0.4%	119-302
Range	0-210	0-188	-0-022	-10.5%	0-310
ATR	0-124	0-128	0-005	3.7%	0-000
Volume	955,254	620,034	-335,220	-35.1%	3,973,035

Daily Pivots for day following 11-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-137	121-015	119-260
R3	120-269	120-147	119-209
R2	120-081	120-081	119-191
R1	119-279	119-279	119-174	119-246
PP	119-213	119-213	119-213	119-196
S1	119-091	119-091	119-140	119-058
S2	119-025	119-025	119-123
S3	118-157	118-223	119-105
S4	117-289	118-035	119-054

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%	0-159	0.4%	33%	False	False	820,999
10	120-195	119-055	1-140	1.2%	0-143	0.4%	22%	False	False	759,649
20	120-287	119-055	1-232	1.4%	0-120	0.3%	18%	False	False	637,685
40	120-292	118-297	1-315	1.7%	0-118	0.3%	28%	False	False	586,513
60	120-292	118-092	2-200	2.2%	0-127	0.3%	46%	False	False	570,236
80	120-292	118-092	2-200	2.2%	0-119	0.3%	46%	False	False	428,040

Crabel Price Patterns
NR	True
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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-174
2.618	121-187
1.618	120-319
1.000	120-203
0.618	120-131
HIGH	120-015
0.618	119-263
0.500	119-241
0.382	119-219
LOW	119-147
0.618	119-031
1.000	118-279
1.618	118-163
2.618	117-295
4.250	116-308

Fisher Pivots for day following 11-May-2015
Pivot	1 day	3 day
R1	119-241	119-210
PP	119-213	119-192
S1	119-185	119-175

Download as Excel Spreadsheet

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

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