ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 11-May-2015

Day Change Summary
	Previous	Current
	08-May-2015	11-May-2015	Change	Change %	Previous Week
Open	126-250	127-070	0-140	0.3%	127-060
High	127-190	127-110	-0-080	-0.2%	127-190
Low	126-220	126-020	-0-200	-0.5%	125-280
Close	127-070	126-060	-1-010	-0.8%	127-070
Range	0-290	1-090	0-120	41.4%	1-230
ATR	0-178	0-194	0-017	9.3%	0-000
Volume	19,921	10,484	-9,437	-47.4%	61,585

Daily Pivots for day following 11-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-120	129-180	126-286
R3	129-030	128-090	126-173
R2	127-260	127-260	126-135
R1	127-000	127-000	126-098	126-245
PP	126-170	126-170	126-170	126-132
S1	125-230	125-230	126-022	125-155
S2	125-080	125-080	125-305
S3	123-310	124-140	125-267
S4	122-220	123-050	125-154

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%	0-286	0.7%	18%	False	False	13,593
10	128-280	125-280	3-000	2.4%	0-241	0.6%	10%	False	False	11,360
20	129-170	125-280	3-210	2.9%	0-178	0.4%	9%	False	False	6,968

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	132-252
2.618	130-223
1.618	129-133
1.000	128-200
0.618	128-043
HIGH	127-110
0.618	126-273
0.500	126-225
0.382	126-177
LOW	126-020
0.618	125-087
1.000	124-250
1.618	123-317
2.618	122-227
4.250	120-198

Fisher Pivots for day following 11-May-2015
Pivot	1 day	3 day
R1	126-225	126-235
PP	126-170	126-177
S1	126-115	126-118

Download as Excel Spreadsheet

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

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