ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 27-May-2015

Day Change Summary
	Previous	Current
	26-May-2015	27-May-2015	Change	Change %	Previous Week
Open	118-300	118-290	-0-010	0.0%	118-270
High	118-300	118-290	-0-010	0.0%	119-000
Low	118-300	118-290	-0-010	0.0%	118-180
Close	118-300	118-290	-0-010	0.0%	118-200
Range
ATR	0-072	0-068	-0-004	-6.2%	0-000
Volume	209	209	0	0.0%	1,045

Daily Pivots for day following 27-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-290	118-290	118-290
R3	118-290	118-290	118-290
R2	118-290	118-290	118-290
R1	118-290	118-290	118-290	118-290
PP	118-290	118-290	118-290	118-290
S1	118-290	118-290	118-290	118-290
S2	118-290	118-290	118-290
S3	118-290	118-290	118-290
S4	118-290	118-290	118-290

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-013	119-247	118-277
R3	119-193	119-107	118-238
R2	119-053	119-053	118-226
R1	118-287	118-287	118-213	118-260
PP	118-233	118-233	118-233	118-220
S1	118-147	118-147	118-187	118-120
S2	118-093	118-093	118-174
S3	117-273	118-007	118-162
S4	117-133	117-187	118-123

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-000	118-200	0-120	0.3%	0-000	0.0%	75%	False	False	209
10	119-060	118-180	0-200	0.5%	0-000	0.0%	55%	False	False	209
20	119-080	118-140	0-260	0.7%	0-000	0.0%	58%	False	False	209

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	118-290
2.618	118-290
1.618	118-290
1.000	118-290
0.618	118-290
HIGH	118-290
0.618	118-290
0.500	118-290
0.382	118-290
LOW	118-290
0.618	118-290
1.000	118-290
1.618	118-290
2.618	118-290
4.250	118-290

Fisher Pivots for day following 27-May-2015
Pivot	1 day	3 day
R1	118-290	118-277
PP	118-290	118-263
S1	118-290	118-250

Download as Excel Spreadsheet

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

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