ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 04-May-2015

Day Change Summary
	Previous	Current
	01-May-2015	04-May-2015	Change	Change %	Previous Week
Open	119-110	119-110	0-000	0.0%	119-310
High	119-110	119-140	0-030	0.1%	120-040
Low	119-080	119-080	0-000	0.0%	119-080
Close	119-080	119-100	0-020	0.1%	119-080
Range	0-030	0-060	0-030	100.0%	0-280
ATR	0-069	0-068	-0-001	-0.9%	0-000
Volume	1,197	1,221	24	2.0%	4,515

Daily Pivots for day following 04-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-287	119-253	119-133
R3	119-227	119-193	119-116
R2	119-167	119-167	119-111
R1	119-133	119-133	119-106	119-120
PP	119-107	119-107	119-107	119-100
S1	119-073	119-073	119-094	119-060
S2	119-047	119-047	119-089
S3	118-307	119-013	119-084
S4	118-247	118-273	119-067

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-053	121-187	119-234
R3	121-093	120-227	119-157
R2	120-133	120-133	119-131
R1	119-267	119-267	119-106	119-220
PP	119-173	119-173	119-173	119-150
S1	118-307	118-307	119-054	118-260
S2	118-213	118-213	119-029
S3	117-253	118-027	119-003
S4	116-293	117-067	118-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-300	119-080	0-220	0.6%	0-080	0.2%	9%	False	True	1,094
10	120-040	119-080	0-280	0.7%	0-049	0.1%	7%	False	True	598
20	120-080	119-080	1-000	0.8%	0-034	0.1%	6%	False	True	396

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	0-003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-075
2.618	119-297
1.618	119-237
1.000	119-200
0.618	119-177
HIGH	119-140
0.618	119-117
0.500	119-110
0.382	119-103
LOW	119-080
0.618	119-043
1.000	119-020
1.618	118-303
2.618	118-243
4.250	118-145

Fisher Pivots for day following 04-May-2015
Pivot	1 day	3 day
R1	119-110	119-150
PP	119-107	119-133
S1	119-103	119-117

Download as Excel Spreadsheet

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

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