ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 14-May-2015

Day Change Summary
	Previous	Current
	13-May-2015	14-May-2015	Change	Change %	Previous Week
Open	126-110	126-050	-0-060	-0.1%	127-060
High	126-300	126-230	-0-070	-0.2%	127-190
Low	126-040	126-020	-0-020	0.0%	125-280
Close	126-070	126-200	0-130	0.3%	127-070
Range	0-260	0-210	-0-050	-19.2%	1-230
ATR	0-209	0-209	0-000	0.0%	0-000
Volume	34,107	22,330	-11,777	-34.5%	61,585

Daily Pivots for day following 14-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-140	128-060	126-316
R3	127-250	127-170	126-258
R2	127-040	127-040	126-238
R1	126-280	126-280	126-219	127-000
PP	126-150	126-150	126-150	126-170
S1	126-070	126-070	126-181	126-110
S2	125-260	125-260	126-162
S3	125-050	125-180	126-142
S4	124-160	124-290	126-084

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%	0-302	0.7%	56%	False	False	20,230
10	127-260	125-130	2-130	1.9%	0-258	0.6%	51%	False	False	15,807
20	129-170	125-130	4-040	3.3%	0-202	0.5%	30%	False	False	10,113

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	0-060
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	129-162
2.618	128-140
1.618	127-250
1.000	127-120
0.618	127-040
HIGH	126-230
0.618	126-150
0.500	126-125
0.382	126-100
LOW	126-020
0.618	125-210
1.000	125-130
1.618	125-000
2.618	124-110
4.250	123-088

Fisher Pivots for day following 14-May-2015
Pivot	1 day	3 day
R1	126-175	126-152
PP	126-150	126-103
S1	126-125	126-055

Download as Excel Spreadsheet

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

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