ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 12-May-2015

Day Change Summary
	Previous	Current
	11-May-2015	12-May-2015	Change	Change %	Previous Week
Open	119-110	118-220	-0-210	-0.5%	119-110
High	119-110	119-010	-0-100	-0.3%	119-170
Low	118-270	118-180	-0-090	-0.2%	118-270
Close	118-280	119-000	0-040	0.1%	119-110
Range	0-160	0-150	-0-010	-6.3%	0-220
ATR	0-084	0-089	0-005	5.6%	0-000
Volume	3,832	4,307	475	12.4%	10,728

Daily Pivots for day following 12-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-087	120-033	119-082
R3	119-257	119-203	119-041
R2	119-107	119-107	119-028
R1	119-053	119-053	119-014	119-080
PP	118-277	118-277	118-277	118-290
S1	118-223	118-223	118-306	118-250
S2	118-127	118-127	118-292
S3	117-297	118-073	118-279
S4	117-147	117-243	118-238

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	118-180	0-310	0.8%	0-128	0.3%	45%	False	True	2,965
10	119-260	118-180	1-080	1.1%	0-109	0.3%	35%	False	True	2,265
20	120-080	118-180	1-220	1.4%	0-070	0.2%	26%	False	True	1,278

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	True
Bull Hook	False
Stretch	0-012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-008
2.618	120-083
1.618	119-253
1.000	119-160
0.618	119-103
HIGH	119-010
0.618	118-273
0.500	118-255
0.382	118-237
LOW	118-180
0.618	118-087
1.000	118-030
1.618	117-257
2.618	117-107
4.250	116-182

Fisher Pivots for day following 12-May-2015
Pivot	1 day	3 day
R1	118-298	119-015
PP	118-277	119-010
S1	118-255	119-005

Download as Excel Spreadsheet

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

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