ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 26-May-2015

Day Change Summary
	Previous	Current
	22-May-2015	26-May-2015	Change	Change %	Previous Week
Open	119-135	119-052	-0-083	-0.2%	119-200
High	119-167	119-130	-0-037	-0.1%	119-200
Low	118-317	119-002	0-005	0.0%	118-280
Close	119-022	119-122	0-100	0.3%	119-022
Range	0-170	0-128	-0-042	-24.7%	0-240
ATR	0-106	0-108	0-002	1.5%	0-000
Volume	209,221	1,171,437	962,216	459.9%	362,906

Daily Pivots for day following 26-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-149	120-103	119-192
R3	120-021	119-295	119-157
R2	119-213	119-213	119-145
R1	119-167	119-167	119-134	119-190
PP	119-085	119-085	119-085	119-096
S1	119-039	119-039	119-110	119-062
S2	118-277	118-277	119-099
S3	118-149	118-231	119-087
S4	118-021	118-103	119-052

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	119-167	118-280	0-207	0.5%	0-136	0.4%	78%	False	False	304,226
10	119-220	118-180	1-040	0.9%	0-127	0.3%	73%	False	False	155,997
20	119-300	118-180	1-120	1.2%	0-112	0.3%	60%	False	False	78,939

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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-034
2.618	120-145
1.618	120-017
1.000	119-258
0.618	119-209
HIGH	119-130
0.618	119-081
0.500	119-066
0.382	119-051
LOW	119-002
0.618	118-243
1.000	118-194
1.618	118-115
2.618	117-307
4.250	117-098

Fisher Pivots for day following 26-May-2015
Pivot	1 day	3 day
R1	119-103	119-109
PP	119-085	119-095
S1	119-066	119-082

Download as Excel Spreadsheet

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

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