ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 15-May-2015

Day Change Summary
	Previous	Current
	14-May-2015	15-May-2015	Change	Change %	Previous Week
Open	126-050	126-220	0-170	0.4%	127-070
High	126-230	127-150	0-240	0.6%	127-150
Low	126-020	126-220	0-200	0.5%	125-130
Close	126-200	127-120	0-240	0.6%	127-120
Range	0-210	0-250	0-040	19.0%	2-020
ATR	0-209	0-213	0-004	2.1%	0-000
Volume	22,330	16,331	-5,999	-26.9%	97,564

Daily Pivots for day following 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-167	129-073	127-258
R3	128-237	128-143	127-189
R2	127-307	127-307	127-166
R1	127-213	127-213	127-143	127-260
PP	127-057	127-057	127-057	127-080
S1	126-283	126-283	127-097	127-010
S2	126-127	126-127	127-074
S3	125-197	126-033	127-051
S4	124-267	125-103	126-302

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-300	132-070	128-163
R3	130-280	130-050	127-302
R2	128-260	128-260	127-241
R1	128-030	128-030	127-180	128-145
PP	126-240	126-240	126-240	126-298
S1	126-010	126-010	127-060	126-125
S2	124-220	124-220	126-319
S3	122-200	123-310	126-258
S4	120-180	121-290	126-077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-150	125-130	2-020	1.6%	0-294	0.7%	95%	True	False	19,512
10	127-190	125-130	2-060	1.7%	0-263	0.6%	90%	False	False	15,914
20	129-100	125-130	3-290	3.1%	0-207	0.5%	50%	False	False	10,776

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	0-060
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-252
2.618	129-164
1.618	128-234
1.000	128-080
0.618	127-304
HIGH	127-150
0.618	127-054
0.500	127-025
0.382	126-316
LOW	126-220
0.618	126-066
1.000	125-290
1.618	125-136
2.618	124-206
4.250	123-118

Fisher Pivots for day following 15-May-2015
Pivot	1 day	3 day
R1	127-088	127-055
PP	127-057	126-310
S1	127-025	126-245

Download as Excel Spreadsheet

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

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