ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 19-May-2015

Day Change Summary
	Previous	Current
	18-May-2015	19-May-2015	Change	Change %	Previous Week
Open	127-110	126-210	-0-220	-0.5%	127-070
High	127-130	127-020	-0-110	-0.3%	127-150
Low	126-180	126-020	-0-160	-0.4%	125-130
Close	126-220	126-100	-0-120	-0.3%	127-120
Range	0-270	1-000	0-050	18.5%	2-020
ATR	0-217	0-225	0-007	3.4%	0-000
Volume	31,823	33,775	1,952	6.1%	97,564

Daily Pivots for day following 19-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-153	128-287	126-276
R3	128-153	127-287	126-188
R2	127-153	127-153	126-159
R1	126-287	126-287	126-129	126-220
PP	126-153	126-153	126-153	126-120
S1	125-287	125-287	126-071	125-220
S2	125-153	125-153	126-041
S3	124-153	124-287	126-012
S4	123-153	123-287	125-244

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	126-020	1-130	1.1%	0-262	0.6%	18%	False	True	27,673
10	127-190	125-130	2-060	1.7%	0-285	0.7%	41%	False	False	21,699
20	129-050	125-130	3-240	3.0%	0-230	0.6%	24%	False	False	13,991

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-061
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	131-100
2.618	129-218
1.618	128-218
1.000	128-020
0.618	127-218
HIGH	127-020
0.618	126-218
0.500	126-180
0.382	126-142
LOW	126-020
0.618	125-142
1.000	125-020
1.618	124-142
2.618	123-142
4.250	121-260

Fisher Pivots for day following 19-May-2015
Pivot	1 day	3 day
R1	126-180	126-245
PP	126-153	126-197
S1	126-127	126-148

Download as Excel Spreadsheet

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

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