ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 14-May-2015

Day Change Summary
	Previous	Current
	13-May-2015	14-May-2015	Change	Change %	Previous Week
Open	119-050	119-040	-0-010	0.0%	119-110
High	119-130	119-130	0-000	0.0%	119-170
Low	119-010	119-020	0-010	0.0%	118-270
Close	119-030	119-120	0-090	0.2%	119-110
Range	0-120	0-110	-0-010	-8.3%	0-220
ATR	0-092	0-093	0-001	1.4%	0-000
Volume	4,324	6,920	2,596	60.0%	10,728

Daily Pivots for day following 14-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-100	120-060	119-180
R3	119-310	119-270	119-150
R2	119-200	119-200	119-140
R1	119-160	119-160	119-130	119-180
PP	119-090	119-090	119-090	119-100
S1	119-050	119-050	119-110	119-070
S2	118-300	118-300	119-100
S3	118-190	118-260	119-090
S4	118-080	118-150	119-060

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%	0-148	0.4%	84%	False	False	4,499
10	119-170	118-180	0-310	0.8%	0-104	0.3%	84%	False	False	3,130
20	120-070	118-180	1-210	1.4%	0-076	0.2%	49%	False	False	1,796

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-278
2.618	120-098
1.618	119-308
1.000	119-240
0.618	119-198
HIGH	119-130
0.618	119-088
0.500	119-075
0.382	119-062
LOW	119-020
0.618	118-272
1.000	118-230
1.618	118-162
2.618	118-052
4.250	117-192

Fisher Pivots for day following 14-May-2015
Pivot	1 day	3 day
R1	119-105	119-078
PP	119-090	119-037
S1	119-075	118-315

Download as Excel Spreadsheet

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

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