ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 28-May-2015

Day Change Summary
	Previous	Current
	27-May-2015	28-May-2015	Change	Change %	Previous Week
Open	126-150	126-240	0-090	0.2%	126-050
High	126-240	126-280	0-040	0.1%	126-160
Low	126-150	126-240	0-090	0.2%	125-250
Close	126-240	126-280	0-040	0.1%	126-020
Range	0-090	0-040	-0-050	-55.6%	0-230
ATR	0-121	0-115	-0-006	-4.8%	0-000
Volume	1	4	3	300.0%	5

Daily Pivots for day following 28-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-067	127-053	126-302
R3	127-027	127-013	126-291
R2	126-307	126-307	126-287
R1	126-293	126-293	126-284	126-300
PP	126-267	126-267	126-267	126-270
S1	126-253	126-253	126-276	126-260
S2	126-227	126-227	126-273
S3	126-187	126-213	126-269
S4	126-147	126-173	126-258

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-087	127-283	126-146
R3	127-177	127-053	126-083
R2	126-267	126-267	126-062
R1	126-143	126-143	126-041	126-090
PP	126-037	126-037	126-037	126-010
S1	125-233	125-233	125-319	125-180
S2	125-127	125-127	125-298
S3	124-217	125-003	125-277
S4	123-307	124-093	125-214

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-280	126-020	0-260	0.6%	0-026	0.1%	100%	True	False	1
10	126-280	125-250	1-030	0.9%	0-013	0.0%	100%	True	False	1
20	127-110	125-210	1-220	1.3%	0-006	0.0%	72%	False	False	1

Crabel Price Patterns
NR	True
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	0-000
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-130
2.618	127-065
1.618	127-025
1.000	127-000
0.618	126-305
HIGH	126-280
0.618	126-265
0.500	126-260
0.382	126-255
LOW	126-240
0.618	126-215
1.000	126-200
1.618	126-175
2.618	126-135
4.250	126-070

Fisher Pivots for day following 28-May-2015
Pivot	1 day	3 day
R1	126-273	126-258
PP	126-267	126-237
S1	126-260	126-215

Download as Excel Spreadsheet

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

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