ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 29-May-2015

Day Change Summary
	Previous	Current
	28-May-2015	29-May-2015	Change	Change %	Previous Week
Open	119-292	120-017	0-045	0.1%	119-242
High	120-035	120-085	0-050	0.1%	120-085
Low	119-285	120-007	0-042	0.1%	119-190
Close	120-027	120-082	0-055	0.1%	120-082
Range	0-070	0-078	0-008	11.4%	0-215
ATR	0-122	0-119	-0-003	-2.6%	0-000
Volume	914,814	238,499	-676,315	-73.9%	4,753,505

Daily Pivots for day following 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-292	120-265	120-125
R3	120-214	120-187	120-103
R2	120-136	120-136	120-096
R1	120-109	120-109	120-089	120-122
PP	120-058	120-058	120-058	120-065
S1	120-031	120-031	120-075	120-044
S2	119-300	119-300	120-068
S3	119-222	119-273	120-061
S4	119-144	119-195	120-039

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-017	121-265	120-200
R3	121-122	121-050	120-141
R2	120-227	120-227	120-121
R1	120-155	120-155	120-102	120-191
PP	120-012	120-012	120-012	120-030
S1	119-260	119-260	120-062	119-296
S2	119-117	119-117	120-043
S3	118-222	119-045	120-023
S4	118-007	118-150	119-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-085	119-182	0-223	0.6%	0-101	0.3%	99%	True	False	1,104,759
10	120-090	119-155	0-255	0.7%	0-113	0.3%	97%	False	False	866,091
20	120-090	119-045	1-045	0.9%	0-128	0.3%	98%	False	False	807,829
40	120-292	119-045	1-247	1.5%	0-116	0.3%	63%	False	False	671,316
60	120-292	118-092	2-200	2.2%	0-121	0.3%	75%	False	False	659,217
80	120-292	118-092	2-200	2.2%	0-126	0.3%	75%	False	False	567,198
100	120-292	118-092	2-200	2.2%	0-114	0.3%	75%	False	False	453,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-096
2.618	120-289
1.618	120-211
1.000	120-163
0.618	120-133
HIGH	120-085
0.618	120-055
0.500	120-046
0.382	120-037
LOW	120-007
0.618	119-279
1.000	119-249
1.618	119-201
2.618	119-123
4.250	118-316

Fisher Pivots for day following 29-May-2015
Pivot	1 day	3 day
R1	120-070	120-055
PP	120-058	120-027
S1	120-046	120-000

Download as Excel Spreadsheet

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

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