ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 28-May-2015

Day Change Summary
	Previous	Current
	27-May-2015	28-May-2015	Change	Change %	Previous Week
Open	127-085	127-085	0-000	0.0%	127-110
High	127-110	127-155	0-045	0.1%	127-130
Low	126-305	127-055	0-070	0.2%	126-020
Close	127-085	127-125	0-040	0.1%	126-190
Range	0-125	0-100	-0-025	-20.0%	1-110
ATR	0-216	0-208	-0-008	-3.8%	0-000
Volume	2,076,585	1,682,217	-394,368	-19.0%	570,131

Daily Pivots for day following 28-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-092	128-048	127-180
R3	127-312	127-268	127-152
R2	127-212	127-212	127-143
R1	127-168	127-168	127-134	127-190
PP	127-112	127-112	127-112	127-122
S1	127-068	127-068	127-116	127-090
S2	127-012	127-012	127-107
S3	126-232	126-288	127-098
S4	126-132	126-188	127-070

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	127-155	126-140	1-015	0.8%	0-179	0.4%	91%	True	False	1,119,337
10	127-155	126-020	1-135	1.1%	0-212	0.5%	93%	True	False	578,271
20	128-060	125-130	2-250	2.2%	0-239	0.6%	71%	False	False	296,814
40	129-190	125-130	4-060	3.3%	0-181	0.4%	47%	False	False	149,404

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	0-039
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	128-260
2.618	128-097
1.618	127-317
1.000	127-255
0.618	127-217
HIGH	127-155
0.618	127-117
0.500	127-105
0.382	127-093
LOW	127-055
0.618	126-313
1.000	126-275
1.618	126-213
2.618	126-113
4.250	125-270

Fisher Pivots for day following 28-May-2015
Pivot	1 day	3 day
R1	127-118	127-091
PP	127-112	127-057
S1	127-105	127-022

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

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