ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 26-May-2015

Day Change Summary
	Previous	Current
	22-May-2015	26-May-2015	Change	Change %	Previous Week
Open	127-010	126-255	-0-075	-0.2%	127-110
High	127-080	127-110	0-030	0.1%	127-130
Low	126-140	126-210	0-070	0.2%	126-020
Close	126-190	127-090	0-220	0.5%	126-190
Range	0-260	0-220	-0-040	-15.4%	1-110
ATR	0-222	0-223	0-001	0.6%	0-000
Volume	331,880	1,415,116	1,083,236	326.4%	570,131

Daily Pivots for day following 26-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-050	128-290	127-211
R3	128-150	128-070	127-150
R2	127-250	127-250	127-130
R1	127-170	127-170	127-110	127-210
PP	127-030	127-030	127-030	127-050
S1	126-270	126-270	127-070	126-310
S2	126-130	126-130	127-050
S3	125-230	126-050	127-030
S4	125-010	125-150	126-289

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-230	130-000	127-106
R3	129-120	128-210	126-308
R2	128-010	128-010	126-269
R1	127-100	127-100	126-229	127-000
PP	126-220	126-220	126-220	126-170
S1	125-310	125-310	126-151	125-210
S2	125-110	125-110	126-111
S3	124-000	124-200	126-072
S4	122-210	123-090	125-274

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-110	126-020	1-090	1.0%	0-234	0.6%	95%	True	False	390,684
10	127-150	125-130	2-020	1.6%	0-250	0.6%	91%	False	False	207,232
20	128-280	125-130	3-150	2.7%	0-246	0.6%	54%	False	False	109,296
40	129-190	125-130	4-060	3.3%	0-176	0.4%	45%	False	False	55,435

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-052
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-085
2.618	129-046
1.618	128-146
1.000	128-010
0.618	127-246
HIGH	127-110
0.618	127-026
0.500	127-000
0.382	126-294
LOW	126-210
0.618	126-074
1.000	125-310
1.618	125-174
2.618	124-274
4.250	123-235

Fisher Pivots for day following 26-May-2015
Pivot	1 day	3 day
R1	127-060	127-048
PP	127-030	127-007
S1	127-000	126-285

Download as Excel Spreadsheet

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

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