ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 06-May-2015

Day Change Summary
	Previous	Current
	05-May-2015	06-May-2015	Change	Change %	Previous Week
Open	119-090	119-020	-0-070	-0.2%	119-310
High	119-090	119-030	-0-060	-0.2%	120-040
Low	119-010	118-290	-0-040	-0.1%	119-080
Close	119-020	118-290	-0-050	-0.1%	119-080
Range	0-080	0-060	-0-020	-25.0%	0-280
ATR	0-070	0-069	-0-001	-1.0%	0-000
Volume	2,818	941	-1,877	-66.6%	4,515

Daily Pivots for day following 06-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-170	119-130	119-003
R3	119-110	119-070	118-306
R2	119-050	119-050	118-301
R1	119-010	119-010	118-296	119-000
PP	118-310	118-310	118-310	118-305
S1	118-270	118-270	118-284	118-260
S2	118-250	118-250	118-279
S3	118-190	118-210	118-274
S4	118-130	118-150	118-257

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	119-220	118-290	0-250	0.7%	0-072	0.2%	0%	False	True	1,659
10	120-040	118-290	1-070	1.0%	0-062	0.2%	0%	False	True	972
20	120-080	118-290	1-110	1.1%	0-042	0.1%	0%	False	True	584

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	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-285
2.618	119-187
1.618	119-127
1.000	119-090
0.618	119-067
HIGH	119-030
0.618	119-007
0.500	119-000
0.382	118-313
LOW	118-290
0.618	118-253
1.000	118-230
1.618	118-193
2.618	118-133
4.250	118-035

Fisher Pivots for day following 06-May-2015
Pivot	1 day	3 day
R1	119-000	119-055
PP	118-310	119-027
S1	118-300	118-318

Download as Excel Spreadsheet

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

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