ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 13-May-2015

Day Change Summary
	Previous	Current
	12-May-2015	13-May-2015	Change	Change %	Previous Week
Open	126-030	126-110	0-080	0.2%	127-060
High	126-150	126-300	0-150	0.4%	127-190
Low	125-130	126-040	0-230	0.6%	125-280
Close	126-090	126-070	-0-020	0.0%	127-070
Range	1-020	0-260	-0-080	-23.5%	1-230
ATR	0-205	0-209	0-004	1.9%	0-000
Volume	14,312	34,107	19,795	138.3%	61,585

Daily Pivots for day following 13-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-277	128-113	126-213
R3	128-017	127-173	126-142
R2	127-077	127-077	126-118
R1	126-233	126-233	126-094	126-185
PP	126-137	126-137	126-137	126-112
S1	125-293	125-293	126-046	125-245
S2	125-197	125-197	126-022
S3	124-257	125-033	125-318
S4	123-317	124-093	125-247

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	125-130	2-060	1.7%	1-002	0.8%	37%	False	False	17,729
10	128-060	125-130	2-250	2.2%	0-266	0.7%	29%	False	False	15,358
20	129-170	125-130	4-040	3.3%	0-196	0.5%	20%	False	False	9,120

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-058
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	130-125
2.618	129-021
1.618	128-081
1.000	127-240
0.618	127-141
HIGH	126-300
0.618	126-201
0.500	126-170
0.382	126-139
LOW	126-040
0.618	125-199
1.000	125-100
1.618	124-259
2.618	123-319
4.250	122-215

Fisher Pivots for day following 13-May-2015
Pivot	1 day	3 day
R1	126-170	126-120
PP	126-137	126-103
S1	126-103	126-087

Download as Excel Spreadsheet

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

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