ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 05-May-2015

Day Change Summary
	Previous	Current
	04-May-2015	05-May-2015	Change	Change %	Previous Week
Open	127-060	127-010	-0-050	-0.1%	129-020
High	127-160	127-110	-0-050	-0.1%	129-050
Low	127-020	126-200	-0-140	-0.3%	127-060
Close	127-060	126-260	-0-120	-0.3%	127-070
Range	0-140	0-230	0-090	64.3%	1-310
ATR	0-150	0-156	0-006	3.8%	0-000
Volume	4,103	3,647	-456	-11.1%	46,001

Daily Pivots for day following 05-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-027	128-213	127-066
R3	128-117	127-303	127-003
R2	127-207	127-207	126-302
R1	127-073	127-073	126-281	127-025
PP	126-297	126-297	126-297	126-272
S1	126-163	126-163	126-239	126-115
S2	126-067	126-067	126-218
S3	125-157	125-253	126-197
S4	124-247	125-023	126-134

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-243	132-147	128-096
R3	131-253	130-157	127-243
R2	129-263	129-263	127-186
R1	128-167	128-167	127-128	128-060
PP	127-273	127-273	127-273	127-220
S1	126-177	126-177	127-012	126-070
S2	125-283	125-283	126-274
S3	123-293	124-187	126-217
S4	121-303	122-197	126-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-120	126-200	1-240	1.4%	0-210	0.5%	11%	False	True	8,958
10	129-050	126-200	2-170	2.0%	0-175	0.4%	7%	False	True	6,283
20	129-170	126-200	2-290	2.3%	0-134	0.3%	6%	False	True	3,831

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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-128
2.618	129-072
1.618	128-162
1.000	128-020
0.618	127-252
HIGH	127-110
0.618	127-022
0.500	126-315
0.382	126-288
LOW	126-200
0.618	126-058
1.000	125-290
1.618	125-148
2.618	124-238
4.250	123-182

Fisher Pivots for day following 05-May-2015
Pivot	1 day	3 day
R1	126-315	127-070
PP	126-297	127-027
S1	126-278	126-303

Download as Excel Spreadsheet

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

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