ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 20-May-2015

Day Change Summary
	Previous	Current
	19-May-2015	20-May-2015	Change	Change %	Previous Week
Open	119-100	118-310	-0-110	-0.3%	119-110
High	119-160	119-080	-0-080	-0.2%	119-220
Low	118-280	118-310	0-030	0.1%	118-180
Close	119-000	119-060	0-060	0.2%	119-200
Range	0-200	0-090	-0-110	-55.0%	1-040
ATR	0-103	0-102	-0-001	-0.9%	0-000
Volume	7,690	18,043	10,353	134.6%	29,463

Daily Pivots for day following 20-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-313	119-277	119-110
R3	119-223	119-187	119-085
R2	119-133	119-133	119-076
R1	119-097	119-097	119-068	119-115
PP	119-043	119-043	119-043	119-052
S1	119-007	119-007	119-052	119-025
S2	118-273	118-273	119-044
S3	118-183	118-237	119-035
S4	118-093	118-147	119-010

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	118-280	0-260	0.7%	0-122	0.3%	38%	False	False	11,189
10	119-220	118-180	1-040	0.9%	0-131	0.3%	56%	False	False	7,415
20	120-040	118-180	1-180	1.3%	0-096	0.3%	40%	False	False	4,194

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-142
2.618	119-316
1.618	119-226
1.000	119-170
0.618	119-136
HIGH	119-080
0.618	119-046
0.500	119-035
0.382	119-024
LOW	118-310
0.618	118-254
1.000	118-220
1.618	118-164
2.618	118-074
4.250	117-248

Fisher Pivots for day following 20-May-2015
Pivot	1 day	3 day
R1	119-052	119-080
PP	119-043	119-073
S1	119-035	119-067

Download as Excel Spreadsheet

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

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