ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 21-May-2015

Day Change Summary
	Previous	Current
	20-May-2015	21-May-2015	Change	Change %	Previous Week
Open	126-060	126-180	0-120	0.3%	127-070
High	126-230	127-020	0-110	0.3%	127-150
Low	126-050	126-150	0-100	0.2%	125-130
Close	126-180	127-010	0-150	0.4%	127-120
Range	0-180	0-190	0-010	5.6%	2-020
ATR	0-221	0-219	-0-002	-1.0%	0-000
Volume	81,763	90,890	9,127	11.2%	97,564

Daily Pivots for day following 21-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-203	128-137	127-114
R3	128-013	127-267	127-062
R2	127-143	127-143	127-045
R1	127-077	127-077	127-027	127-110
PP	126-273	126-273	126-273	126-290
S1	126-207	126-207	126-313	126-240
S2	126-083	126-083	126-295
S3	125-213	126-017	126-278
S4	125-023	125-147	126-226

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%	0-242	0.6%	69%	False	False	50,916
10	127-190	125-130	2-060	1.7%	0-272	0.7%	74%	False	False	35,573
20	129-050	125-130	3-240	3.0%	0-233	0.6%	43%	False	False	22,451
40	129-190	125-130	4-060	3.3%	0-167	0.4%	39%	False	False	11,767

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	0-048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-188
2.618	128-197
1.618	128-007
1.000	127-210
0.618	127-137
HIGH	127-020
0.618	126-267
0.500	126-245
0.382	126-223
LOW	126-150
0.618	126-033
1.000	125-280
1.618	125-163
2.618	124-293
4.250	123-302

Fisher Pivots for day following 21-May-2015
Pivot	1 day	3 day
R1	126-302	126-280
PP	126-273	126-230
S1	126-245	126-180

Download as Excel Spreadsheet

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

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