ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 18-May-2015

Day Change Summary
	Previous	Current
	15-May-2015	18-May-2015	Change	Change %	Previous Week
Open	126-220	127-110	0-210	0.5%	127-070
High	127-150	127-130	-0-020	0.0%	127-150
Low	126-220	126-180	-0-040	-0.1%	125-130
Close	127-120	126-220	-0-220	-0.5%	127-120
Range	0-250	0-270	0-020	8.0%	2-020
ATR	0-213	0-217	0-004	1.9%	0-000
Volume	16,331	31,823	15,492	94.9%	97,564

Daily Pivots for day following 18-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-133	128-287	127-048
R3	128-183	128-017	126-294
R2	127-233	127-233	126-270
R1	127-067	127-067	126-245	127-015
PP	126-283	126-283	126-283	126-258
S1	126-117	126-117	126-195	126-065
S2	126-013	126-013	126-170
S3	125-063	125-167	126-146
S4	124-113	124-217	126-072

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%	0-266	0.7%	62%	False	False	23,780
10	127-190	125-130	2-060	1.7%	0-276	0.7%	59%	False	False	18,686
20	129-100	125-130	3-290	3.1%	0-220	0.5%	33%	False	False	12,342

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130-318
2.618	129-197
1.618	128-247
1.000	128-080
0.618	127-297
HIGH	127-130
0.618	127-027
0.500	126-315
0.382	126-283
LOW	126-180
0.618	126-013
1.000	125-230
1.618	125-063
2.618	124-113
4.250	122-312

Fisher Pivots for day following 18-May-2015
Pivot	1 day	3 day
R1	126-315	126-245
PP	126-283	126-237
S1	126-252	126-228

Download as Excel Spreadsheet

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

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