I caught this Ameletus nymph with several others of the same kind. This was the most vivid example, but they all had quite a bit of striking and unusual red shading, especially on the last few abdominal segments.
I keyed it out under the microscope using Larvae and adults of Ameletus mayflies (Ephemeroptera: Ameletidae) from Alberta with slightly larger (10 mm), mature specimen with darkened wingpads. Microscope pictures are from that specimen. The characteristics in the key and most of the verification table point pretty clearly to Ameletus cooki, except that the coloration of the antennae more closely resembles Ameletus sparsatus. However, on other characteristics in which these species differ (spines on the dorsal surface of the front femora, which seem very short in this specimen; length of posterolateral spines on segments 8–9; length of spines on posterior edge of tergites 6–9), this is a better match for cooki, and that's probably the correct ID.