ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 20-May-2015

Day Change Summary
	Previous	Current
	19-May-2015	20-May-2015	Change	Change %	Previous Week
Open	126-210	126-060	-0-150	-0.4%	127-070
High	127-020	126-230	-0-110	-0.3%	127-150
Low	126-020	126-050	0-030	0.1%	125-130
Close	126-100	126-180	0-080	0.2%	127-120
Range	1-000	0-180	-0-140	-43.8%	2-020
ATR	0-225	0-221	-0-003	-1.4%	0-000
Volume	33,775	81,763	47,988	142.1%	97,564

Daily Pivots for day following 20-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-053	127-297	126-279
R3	127-193	127-117	126-230
R2	127-013	127-013	126-213
R1	126-257	126-257	126-196	126-295
PP	126-153	126-153	126-153	126-172
S1	126-077	126-077	126-164	126-115
S2	125-293	125-293	126-147
S3	125-113	125-217	126-130
S4	124-253	125-037	126-081

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%	0-246	0.6%	36%	False	False	37,204
10	127-190	125-130	2-060	1.7%	0-284	0.7%	53%	False	False	27,466
20	129-050	125-130	3-240	3.0%	0-228	0.6%	31%	False	False	18,035

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-057
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	129-035
2.618	128-061
1.618	127-201
1.000	127-090
0.618	127-021
HIGH	126-230
0.618	126-161
0.500	126-140
0.382	126-119
LOW	126-050
0.618	125-259
1.000	125-190
1.618	125-079
2.618	124-219
4.250	123-245

Fisher Pivots for day following 20-May-2015
Pivot	1 day	3 day
R1	126-167	126-235
PP	126-153	126-217
S1	126-140	126-198

Download as Excel Spreadsheet

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

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