ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 26-May-2015

Day Change Summary
	Previous	Current
	22-May-2015	26-May-2015	Change	Change %	Previous Week
Open	120-000	119-242	-0-078	-0.2%	120-055
High	120-030	119-307	-0-043	-0.1%	120-080
Low	119-182	119-190	0-008	0.0%	119-155
Close	119-210	119-300	0-090	0.2%	119-210
Range	0-168	0-117	-0-051	-30.4%	0-245
ATR	0-131	0-130	-0-001	-0.8%	0-000
Volume	770,294	1,812,251	1,041,957	135.3%	3,328,740

Daily Pivots for day following 26-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-297	120-255	120-044
R3	120-180	120-138	120-012
R2	120-063	120-063	120-001
R1	120-021	120-021	119-311	120-042
PP	119-266	119-266	119-266	119-276
S1	119-224	119-224	119-289	119-245
S2	119-149	119-149	119-279
S3	119-032	119-107	119-268
S4	118-235	118-310	119-236

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	120-030	119-155	0-195	0.5%	0-134	0.3%	74%	False	False	931,674
10	120-090	119-045	1-045	1.0%	0-134	0.3%	70%	False	False	819,859
20	120-195	119-045	1-150	1.2%	0-138	0.4%	54%	False	False	789,754
40	120-292	119-045	1-247	1.5%	0-117	0.3%	45%	False	False	640,602
60	120-292	118-092	2-200	2.2%	0-123	0.3%	63%	False	False	639,821
80	120-292	118-092	2-200	2.2%	0-126	0.3%	63%	False	False	530,467
100	120-292	118-070	2-222	2.2%	0-112	0.3%	64%	False	False	424,430

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	121-164
2.618	120-293
1.618	120-176
1.000	120-104
0.618	120-059
HIGH	119-307
0.618	119-262
0.500	119-248
0.382	119-235
LOW	119-190
0.618	119-118
1.000	119-073
1.618	119-001
2.618	118-204
4.250	118-013

Fisher Pivots for day following 26-May-2015
Pivot	1 day	3 day
R1	119-283	119-289
PP	119-266	119-277
S1	119-248	119-266

Download as Excel Spreadsheet

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

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