ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 11-May-2015

Day Change Summary
	Previous	Current
	08-May-2015	11-May-2015	Change	Change %	Previous Week
Open	118-310	119-110	0-120	0.3%	119-110
High	119-170	119-110	-0-060	-0.2%	119-170
Low	118-290	118-270	-0-020	-0.1%	118-270
Close	119-110	118-280	-0-150	-0.4%	119-110
Range	0-200	0-160	-0-040	-20.0%	0-220
ATR	0-078	0-084	0-006	7.4%	0-000
Volume	3,116	3,832	716	23.0%	10,728

Daily Pivots for day following 11-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-167	120-063	119-048
R3	120-007	119-223	119-004
R2	119-167	119-167	118-309
R1	119-063	119-063	118-295	119-035
PP	119-007	119-007	119-007	118-312
S1	118-223	118-223	118-265	118-195
S2	118-167	118-167	118-251
S3	118-007	118-063	118-236
S4	117-167	117-223	118-192

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%	0-114	0.3%	5%	False	True	2,667
10	119-300	118-270	1-030	0.9%	0-097	0.3%	3%	False	True	1,880
20	120-080	118-270	1-130	1.2%	0-063	0.2%	2%	False	True	1,063

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	0-008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-150
2.618	120-209
1.618	120-049
1.000	119-270
0.618	119-209
HIGH	119-110
0.618	119-049
0.500	119-030
0.382	119-011
LOW	118-270
0.618	118-171
1.000	118-110
1.618	118-011
2.618	117-171
4.250	116-230

Fisher Pivots for day following 11-May-2015
Pivot	1 day	3 day
R1	119-030	119-060
PP	119-007	119-027
S1	118-303	118-313

Download as Excel Spreadsheet

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

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