ECBOT 5 Year T-Note Future September 2015

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

ZFU15 began trading on 04/03/2015 and has 38 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 09/22/2015.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.27)

Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 9.59x

ATR(14) %: 0.3%

20-Day Historical Volatility: 0.0%

Day Change Summary (OHLC)

	Previous	Current
Metric	26-May-2015	27-May-2015	Change	Change %	Previous Week
Open	119-052	119-122	0-070	0.2%	119-200
High	119-130	119-127	-0-003	-0.0%	119-200
Low	119-002	119-052	0-050	0.1%	118-280
Close	119-122	119-112	-0-010	-0.0%	119-022
Range	0-128	0-075	-0-053	-41.4%	0-240
ATR(14)	0-113	0-111	-0-003	-2.4%	0-112
Volume	1,171,437	1,453,367	281,930	24.1%	362,906

Multi-Period Performance

1-Month (21d)

-0.6%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-0.9%

52-Week Range

52W Low: 118-180 (0.7%)

Position (43%)

52W High: 120-120 (0.9%)

Daily Pivots for day following 27-May-2015

Level	Classic	Woodie	Camarilla	DeMark
R4	120-002	119-292	119-153
R3	119-247	119-217	119-132
R2	119-172	119-172	119-126
R1	119-142	119-142	119-119	119-119
PP	119-097	119-097	119-097	119-086
S1	119-067	119-067	119-105	119-044
S2	119-022	119-022	119-098
S3	118-267	118-312	119-092
S4	118-192	118-237	119-071

Weekly Pivots for week ending 22-May-2015

Level	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

Fisher Pivots for day following 27-May-2015

Pivot	1 Day	3 Day
R1	119-105	119-102
PP	119-097	119-092
S1	119-090	119-082

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	120-126
2.618	120-003
1.618	119-248
1.000	119-202
0.618	119-173
HIGH	119-127
0.618	119-098
0.500	119-090
0.382	119-081
LOW	119-052
0.618	119-006
1.000	118-297
1.618	118-251
2.618	118-176
4.250	118-053

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	119-303
38.2%	119-219
50.0%	119-150
61.8%	119-082
78.6%	118-304

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	119-091	0-021	0.1%	Above
10-Day SMA	119-090	0-022	0.1%	Above
20-Day SMA	119-077	0-035	0.1%	Above
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 119-226

Middle: 119-077

Lower: 118-248

Bandwidth: 0.8%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

47.68

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

-0.17

Signal: -0.24 · Hist: 0.07

Stochastic (14, 3)

Neutral

%K: 70.00

%D: 62.59

StochRSI (14)

Neutral

%K: 84.25

%D: 82.98

ADX (14) & Trend

Neutral

17.59

+DI: 19.75 · -DI: 25.87

CCI (20)

Neutral

28.35

Range -100 to +100

Williams %R (14)

Neutral

-30.00

Range -100 to 0

Ultimate Oscillator

Neutral

49.65

Periods: 7, 14, 28

ROC (12)

Bearish

0.01%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

0.11

Bull: 0.11 · Bear: -0.13

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 13 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-167	118-310	0-177	0.5%	0-111	0.3%	69%	False	False	593,361
10	119-220	118-280	0-260	0.7%	0-119	0.3%	58%	False	False	300,903
20	119-260	118-180	1-080	1.0%	0-114	0.3%	63%	False	False	151,584

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