ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 08-May-2015

Day Change Summary
	Previous	Current
	07-May-2015	08-May-2015	Change	Change %	Previous Week
Open	126-080	126-250	0-170	0.4%	127-060
High	126-270	127-190	0-240	0.6%	127-190
Low	125-280	126-220	0-260	0.6%	125-280
Close	126-230	127-070	0-160	0.4%	127-070
Range	0-310	0-290	-0-020	-6.5%	1-230
ATR	0-169	0-178	0-009	5.1%	0-000
Volume	9,821	19,921	10,100	102.8%	61,585

Daily Pivots for day following 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-283	129-147	127-230
R3	128-313	128-177	127-150
R2	128-023	128-023	127-123
R1	127-207	127-207	127-097	127-275
PP	127-053	127-053	127-053	127-088
S1	126-237	126-237	127-043	126-305
S2	126-083	126-083	127-017
S3	125-113	125-267	126-310
S4	124-143	124-297	126-230

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-017	131-113	128-052
R3	130-107	129-203	127-221
R2	128-197	128-197	127-171
R1	127-293	127-293	127-120	128-085
PP	126-287	126-287	126-287	127-022
S1	126-063	126-063	127-020	126-175
S2	125-057	125-057	126-289
S3	123-147	124-153	126-239
S4	121-237	122-243	126-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-190	125-280	1-230	1.4%	0-232	0.6%	78%	True	False	12,317
10	129-050	125-280	3-090	2.6%	0-213	0.5%	41%	False	False	10,758
20	129-170	125-280	3-210	2.9%	0-164	0.4%	37%	False	False	6,472

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-142
2.618	129-309
1.618	129-019
1.000	128-160
0.618	128-049
HIGH	127-190
0.618	127-079
0.500	127-045
0.382	127-011
LOW	126-220
0.618	126-041
1.000	125-250
1.618	125-071
2.618	124-101
4.250	122-268

Fisher Pivots for day following 08-May-2015
Pivot	1 day	3 day
R1	127-062	127-018
PP	127-053	126-287
S1	127-045	126-235

Download as Excel Spreadsheet

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

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