ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 15-May-2015

Day Change Summary
	Previous	Current
	14-May-2015	15-May-2015	Change	Change %	Previous Week
Open	119-040	119-150	0-110	0.3%	119-110
High	119-130	119-220	0-090	0.2%	119-220
Low	119-020	119-130	0-110	0.3%	118-180
Close	119-120	119-200	0-080	0.2%	119-200
Range	0-110	0-090	-0-020	-18.2%	1-040
ATR	0-093	0-094	0-000	0.5%	0-000
Volume	6,920	10,080	3,160	45.7%	29,463

Daily Pivots for day following 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-133	120-097	119-250
R3	120-043	120-007	119-225
R2	119-273	119-273	119-216
R1	119-237	119-237	119-208	119-255
PP	119-183	119-183	119-183	119-192
S1	119-147	119-147	119-192	119-165
S2	119-093	119-093	119-184
S3	119-003	119-057	119-175
S4	118-233	118-287	119-150

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-213	122-087	120-078
R3	121-173	121-047	119-299
R2	120-133	120-133	119-266
R1	120-007	120-007	119-233	120-070
PP	119-093	119-093	119-093	119-125
S1	118-287	118-287	119-167	119-030
S2	118-053	118-053	119-134
S3	117-013	117-247	119-101
S4	115-293	116-207	119-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-220	118-180	1-040	0.9%	0-126	0.3%	94%	True	False	5,892
10	119-220	118-180	1-040	0.9%	0-110	0.3%	94%	True	False	4,019
20	120-050	118-180	1-190	1.3%	0-078	0.2%	67%	False	False	2,253

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	0-020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-282
2.618	120-136
1.618	120-046
1.000	119-310
0.618	119-276
HIGH	119-220
0.618	119-186
0.500	119-175
0.382	119-164
LOW	119-130
0.618	119-074
1.000	119-040
1.618	118-304
2.618	118-214
4.250	118-068

Fisher Pivots for day following 15-May-2015
Pivot	1 day	3 day
R1	119-192	119-172
PP	119-183	119-143
S1	119-175	119-115

Download as Excel Spreadsheet

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

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