ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 27-May-2015

Day Change Summary
	Previous	Current
	26-May-2015	27-May-2015	Change	Change %	Previous Week
Open	126-255	127-085	0-150	0.4%	127-110
High	127-110	127-110	0-000	0.0%	127-130
Low	126-210	126-305	0-095	0.2%	126-020
Close	127-090	127-085	-0-005	0.0%	126-190
Range	0-220	0-125	-0-095	-43.2%	1-110
ATR	0-223	0-216	-0-007	-3.1%	0-000
Volume	1,415,116	2,076,585	661,469	46.7%	570,131

Daily Pivots for day following 27-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-115	128-065	127-154
R3	127-310	127-260	127-119
R2	127-185	127-185	127-108
R1	127-135	127-135	127-096	127-148
PP	127-060	127-060	127-060	127-066
S1	127-010	127-010	127-074	127-022
S2	126-255	126-255	127-062
S3	126-130	126-205	127-051
S4	126-005	126-080	127-016

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	126-050	1-060	0.9%	0-195	0.5%	93%	True	False	799,246
10	127-150	126-020	1-130	1.1%	0-228	0.6%	86%	False	False	413,460
20	128-120	125-130	2-310	2.3%	0-244	0.6%	63%	False	False	212,901
40	129-190	125-130	4-060	3.3%	0-179	0.4%	44%	False	False	107,349

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	129-001
2.618	128-117
1.618	127-312
1.000	127-235
0.618	127-187
HIGH	127-110
0.618	127-062
0.500	127-048
0.382	127-033
LOW	126-305
0.618	126-228
1.000	126-180
1.618	126-103
2.618	125-298
4.250	125-094

Fisher Pivots for day following 27-May-2015
Pivot	1 day	3 day
R1	127-072	127-045
PP	127-060	127-005
S1	127-048	126-285

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

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