ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 22-May-2015

Day Change Summary
	Previous	Current
	21-May-2015	22-May-2015	Change	Change %	Previous Week
Open	119-070	119-135	0-065	0.2%	119-200
High	119-140	119-167	0-027	0.1%	119-200
Low	119-050	118-317	-0-053	-0.1%	118-280
Close	119-140	119-022	-0-118	-0.3%	119-022
Range	0-090	0-170	0-080	88.9%	0-240
ATR	0-101	0-106	0-005	4.9%	0-000
Volume	114,739	209,221	94,482	82.3%	362,906

Daily Pivots for day following 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-252	120-147	119-116
R3	120-082	119-297	119-069
R2	119-232	119-232	119-053
R1	119-127	119-127	119-038	119-094
PP	119-062	119-062	119-062	119-046
S1	118-277	118-277	119-006	118-244
S2	118-212	118-212	118-311
S3	118-042	118-107	118-295
S4	117-192	117-257	118-248

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-141	121-001	119-154
R3	120-221	120-081	119-088
R2	119-301	119-301	119-066
R1	119-161	119-161	119-044	119-111
PP	119-061	119-061	119-061	119-036
S1	118-241	118-241	119-000	118-191
S2	118-141	118-141	118-298
S3	117-221	118-001	118-276
S4	116-301	117-081	118-210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-200	118-280	0-240	0.6%	0-134	0.4%	26%	False	False	72,581
10	119-220	118-180	1-040	0.9%	0-130	0.3%	45%	False	False	39,236
20	120-040	118-180	1-180	1.3%	0-108	0.3%	32%	False	False	20,380

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-250
2.618	120-292
1.618	120-122
1.000	120-017
0.618	119-272
HIGH	119-167
0.618	119-102
0.500	119-082
0.382	119-062
LOW	118-317
0.618	118-212
1.000	118-147
1.618	118-042
2.618	117-192
4.250	116-234

Fisher Pivots for day following 22-May-2015
Pivot	1 day	3 day
R1	119-082	119-078
PP	119-062	119-060
S1	119-042	119-041

Download as Excel Spreadsheet

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

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