ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 07-May-2015

Day Change Summary
	Previous	Current
	06-May-2015	07-May-2015	Change	Change %	Previous Week
Open	119-020	118-290	-0-050	-0.1%	119-310
High	119-030	119-020	-0-010	0.0%	120-040
Low	118-290	118-270	-0-020	-0.1%	119-080
Close	118-290	119-000	0-030	0.1%	119-080
Range	0-060	0-070	0-010	16.7%	0-280
ATR	0-069	0-069	0-000	0.1%	0-000
Volume	941	2,632	1,691	179.7%	4,515

Daily Pivots for day following 07-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-200	119-170	119-038
R3	119-130	119-100	119-019
R2	119-060	119-060	119-013
R1	119-030	119-030	119-006	119-045
PP	118-310	118-310	118-310	118-318
S1	118-280	118-280	118-314	118-295
S2	118-240	118-240	118-307
S3	118-170	118-210	118-301
S4	118-100	118-140	118-282

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	119-140	118-270	0-190	0.5%	0-060	0.2%	26%	False	True	1,761
10	120-040	118-270	1-090	1.1%	0-067	0.2%	12%	False	True	1,231
20	120-080	118-270	1-130	1.2%	0-045	0.1%	11%	False	True	716

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	0-006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-318
2.618	119-203
1.618	119-133
1.000	119-090
0.618	119-063
HIGH	119-020
0.618	118-313
0.500	118-305
0.382	118-297
LOW	118-270
0.618	118-227
1.000	118-200
1.618	118-157
2.618	118-087
4.250	117-292

Fisher Pivots for day following 07-May-2015
Pivot	1 day	3 day
R1	118-315	119-020
PP	118-310	119-013
S1	118-305	119-007

Download as Excel Spreadsheet

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

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