ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 13-May-2015

Day Change Summary
	Previous	Current
	12-May-2015	13-May-2015	Change	Change %	Previous Week
Open	118-220	119-050	0-150	0.4%	119-110
High	119-010	119-130	0-120	0.3%	119-170
Low	118-180	119-010	0-150	0.4%	118-270
Close	119-000	119-030	0-030	0.1%	119-110
Range	0-150	0-120	-0-030	-20.0%	0-220
ATR	0-089	0-092	0-003	3.3%	0-000
Volume	4,307	4,324	17	0.4%	10,728

Daily Pivots for day following 13-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-097	120-023	119-096
R3	119-297	119-223	119-063
R2	119-177	119-177	119-052
R1	119-103	119-103	119-041	119-080
PP	119-057	119-057	119-057	119-045
S1	118-303	118-303	119-019	118-280
S2	118-257	118-257	119-008
S3	118-137	118-183	118-317
S4	118-017	118-063	118-284

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%	0-140	0.4%	55%	False	False	3,642
10	119-220	118-180	1-040	0.9%	0-106	0.3%	47%	False	False	2,650
20	120-080	118-180	1-220	1.4%	0-076	0.2%	31%	False	False	1,453

Crabel Price Patterns
NR	True
NR4	True
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	0-016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-000
2.618	120-124
1.618	120-004
1.000	119-250
0.618	119-204
HIGH	119-130
0.618	119-084
0.500	119-070
0.382	119-056
LOW	119-010
0.618	118-256
1.000	118-210
1.618	118-136
2.618	118-016
4.250	117-140

Fisher Pivots for day following 13-May-2015
Pivot	1 day	3 day
R1	119-070	119-018
PP	119-057	119-007
S1	119-043	118-315

Download as Excel Spreadsheet

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

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