ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 08-May-2015

Day Change Summary
	Previous	Current
	07-May-2015	08-May-2015	Change	Change %	Previous Week
Open	118-290	118-310	0-020	0.1%	119-110
High	119-020	119-170	0-150	0.4%	119-170
Low	118-270	118-290	0-020	0.1%	118-270
Close	119-000	119-110	0-110	0.3%	119-110
Range	0-070	0-200	0-130	185.7%	0-220
ATR	0-069	0-078	0-009	13.6%	0-000
Volume	2,632	3,116	484	18.4%	10,728

Daily Pivots for day following 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-043	120-277	119-220
R3	120-163	120-077	119-165
R2	119-283	119-283	119-147
R1	119-197	119-197	119-128	119-240
PP	119-083	119-083	119-083	119-105
S1	118-317	118-317	119-092	119-040
S2	118-203	118-203	119-073
S3	118-003	118-117	119-055
S4	117-123	117-237	119-000

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-097	121-003	119-231
R3	120-197	120-103	119-170
R2	119-297	119-297	119-150
R1	119-203	119-203	119-130	119-220
PP	119-077	119-077	119-077	119-085
S1	118-303	118-303	119-090	119-000
S2	118-177	118-177	119-070
S3	117-277	118-083	119-050
S4	117-057	117-183	118-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-170	118-270	0-220	0.6%	0-094	0.2%	73%	True	False	2,145
10	120-040	118-270	1-090	1.1%	0-086	0.2%	39%	False	False	1,524
20	120-080	118-270	1-130	1.2%	0-055	0.1%	36%	False	False	871

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	122-060
2.618	121-054
1.618	120-174
1.000	120-050
0.618	119-294
HIGH	119-170
0.618	119-094
0.500	119-070
0.382	119-046
LOW	118-290
0.618	118-166
1.000	118-090
1.618	117-286
2.618	117-086
4.250	116-080

Fisher Pivots for day following 08-May-2015
Pivot	1 day	3 day
R1	119-097	119-093
PP	119-083	119-077
S1	119-070	119-060

Download as Excel Spreadsheet

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

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