ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 21-May-2015

Day Change Summary
	Previous	Current
	20-May-2015	21-May-2015	Change	Change %	Previous Week
Open	118-310	119-070	0-080	0.2%	119-110
High	119-080	119-140	0-060	0.2%	119-220
Low	118-310	119-050	0-060	0.2%	118-180
Close	119-060	119-140	0-080	0.2%	119-200
Range	0-090	0-090	0-000	0.0%	1-040
ATR	0-102	0-101	-0-001	-0.8%	0-000
Volume	18,043	114,739	96,696	535.9%	29,463

Daily Pivots for day following 21-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-060	120-030	119-190
R3	119-290	119-260	119-165
R2	119-200	119-200	119-156
R1	119-170	119-170	119-148	119-185
PP	119-110	119-110	119-110	119-118
S1	119-080	119-080	119-132	119-095
S2	119-020	119-020	119-124
S3	118-250	118-310	119-115
S4	118-160	118-220	119-090

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%	0-118	0.3%	69%	False	False	32,753
10	119-220	118-180	1-040	0.9%	0-133	0.3%	78%	False	False	18,626
20	120-040	118-180	1-180	1.3%	0-100	0.3%	56%	False	False	9,929

Crabel Price Patterns
NR	False
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	False
Bull Hook	False
Stretch	0-022

Fibonacci Retracements and Extensions
4.250	120-202
2.618	120-056
1.618	119-286
1.000	119-230
0.618	119-196
HIGH	119-140
0.618	119-106
0.500	119-095
0.382	119-084
LOW	119-050
0.618	118-314
1.000	118-280
1.618	118-224
2.618	118-134
4.250	117-308

Fisher Pivots for day following 21-May-2015
Pivot	1 day	3 day
R1	119-125	119-113
PP	119-110	119-087
S1	119-095	119-060

Download as Excel Spreadsheet

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

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