ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 22-May-2015

Day Change Summary
	Previous	Current
	21-May-2015	22-May-2015	Change	Change %	Previous Week
Open	119-255	120-000	0-065	0.2%	120-055
High	120-002	120-030	0-028	0.1%	120-080
Low	119-232	119-182	-0-050	-0.1%	119-155
Close	119-317	119-210	-0-107	-0.3%	119-210
Range	0-090	0-168	0-078	86.7%	0-245
ATR	0-129	0-131	0-003	2.2%	0-000
Volume	610,494	770,294	159,800	26.2%	3,328,740

Daily Pivots for day following 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-111	121-009	119-302
R3	120-263	120-161	119-256
R2	120-095	120-095	119-241
R1	119-313	119-313	119-225	119-280
PP	119-247	119-247	119-247	119-231
S1	119-145	119-145	119-195	119-112
S2	119-079	119-079	119-179
S3	118-231	118-297	119-164
S4	118-063	118-129	119-118

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-030	121-205	120-025
R3	121-105	120-280	119-277
R2	120-180	120-180	119-255
R1	120-035	120-035	119-232	119-305
PP	119-255	119-255	119-255	119-230
S1	119-110	119-110	119-188	119-060
S2	119-010	119-010	119-165
S3	118-085	118-185	119-143
S4	117-160	117-260	119-075

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-080	119-155	0-245	0.6%	0-139	0.4%	22%	False	False	665,748
10	120-090	119-045	1-045	1.0%	0-141	0.4%	45%	False	False	700,637
20	120-230	119-045	1-185	1.3%	0-137	0.4%	33%	False	False	719,324
40	120-292	119-045	1-247	1.5%	0-117	0.3%	29%	False	False	608,451
60	120-292	118-092	2-200	2.2%	0-123	0.3%	52%	False	False	624,094
80	120-292	118-092	2-200	2.2%	0-126	0.3%	52%	False	False	507,815
100	120-292	118-020	2-272	2.4%	0-111	0.3%	56%	False	False	406,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-104
2.618	121-150
1.618	120-302
1.000	120-198
0.618	120-134
HIGH	120-030
0.618	119-286
0.500	119-266
0.382	119-246
LOW	119-182
0.618	119-078
1.000	119-014
1.618	118-230
2.618	118-062
4.250	117-108

Fisher Pivots for day following 22-May-2015
Pivot	1 day	3 day
R1	119-266	119-256
PP	119-247	119-241
S1	119-229	119-225

Download as Excel Spreadsheet

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

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