ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 14-May-2015

Day Change Summary
	Previous	Current
	13-May-2015	14-May-2015	Change	Change %	Previous Week
Open	119-205	119-217	0-012	0.0%	119-290
High	120-002	120-007	0-005	0.0%	120-045
Low	119-192	119-210	0-018	0.0%	119-055
Close	119-227	119-312	0-085	0.2%	119-302
Range	0-130	0-117	-0-013	-10.0%	0-310
ATR	0-132	0-131	-0-001	-0.8%	0-000
Volume	836,574	723,708	-112,866	-13.5%	3,973,035

Daily Pivots for day following 14-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-314	120-270	120-056
R3	120-197	120-153	120-024
R2	120-080	120-080	120-013
R1	120-036	120-036	120-003	120-058
PP	119-283	119-283	119-283	119-294
S1	119-239	119-239	119-301	119-261
S2	119-166	119-166	119-291
S3	119-049	119-122	119-280
S4	118-252	119-005	119-248

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	119-045	1-000	0.8%	0-165	0.4%	83%	False	False	810,842
10	120-062	119-045	1-017	0.9%	0-144	0.4%	79%	False	False	749,566
20	120-287	119-045	1-242	1.5%	0-127	0.3%	48%	False	False	681,131
40	120-292	119-045	1-247	1.5%	0-116	0.3%	47%	False	False	601,583
60	120-292	118-092	2-200	2.2%	0-125	0.3%	64%	False	False	610,612
80	120-292	118-092	2-200	2.2%	0-121	0.3%	64%	False	False	459,016

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-034
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-184
2.618	120-313
1.618	120-196
1.000	120-124
0.618	120-079
HIGH	120-007
0.618	119-282
0.500	119-268
0.382	119-255
LOW	119-210
0.618	119-138
1.000	119-093
1.618	119-021
2.618	118-224
4.250	118-033

Fisher Pivots for day following 14-May-2015
Pivot	1 day	3 day
R1	119-298	119-270
PP	119-283	119-228
S1	119-268	119-186

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

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