ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 29-Apr-2015

Day Change Summary
	Previous	Current
	28-Apr-2015	29-Apr-2015	Change	Change %	Previous Week
Open	120-190	120-090	-0-100	-0.3%	120-197
High	120-195	120-137	-0-058	-0.2%	120-235
Low	120-090	119-302	-0-108	-0.3%	120-060
Close	120-125	120-075	-0-050	-0.1%	120-205
Range	0-105	0-155	0-050	47.6%	0-175
ATR	0-106	0-110	0-003	3.3%	0-000
Volume	620,533	956,845	336,312	54.2%	2,509,662

Daily Pivots for day following 29-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-210	121-137	120-160
R3	121-055	120-302	120-118
R2	120-220	120-220	120-103
R1	120-147	120-147	120-089	120-106
PP	120-065	120-065	120-065	120-044
S1	119-312	119-312	120-061	119-271
S2	119-230	119-230	120-047
S3	119-075	119-157	120-032
S4	118-240	119-002	119-310

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-052	121-303	120-301
R3	121-197	121-128	120-253
R2	121-022	121-022	120-237
R1	120-273	120-273	120-221	120-308
PP	120-167	120-167	120-167	120-184
S1	120-098	120-098	120-189	120-132
S2	119-312	119-312	120-173
S3	119-137	119-243	120-157
S4	118-282	119-068	120-109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-230	119-302	0-248	0.6%	0-109	0.3%	38%	False	True	620,056
10	120-287	119-302	0-305	0.8%	0-104	0.3%	30%	False	True	576,042
20	120-292	119-302	0-310	0.8%	0-102	0.3%	30%	False	True	516,399
40	120-292	118-092	2-200	2.2%	0-116	0.3%	74%	False	False	572,310
60	120-292	118-092	2-200	2.2%	0-124	0.3%	74%	False	False	470,310
80	120-292	118-092	2-200	2.2%	0-108	0.3%	74%	False	False	352,810

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	122-156
2.618	121-223
1.618	121-068
1.000	120-292
0.618	120-233
HIGH	120-137
0.618	120-078
0.500	120-060
0.382	120-041
LOW	119-302
0.618	119-206
1.000	119-147
1.618	119-051
2.618	118-216
4.250	117-283

Fisher Pivots for day following 29-Apr-2015
Pivot	1 day	3 day
R1	120-070	120-106
PP	120-065	120-096
S1	120-060	120-085

Download as Excel Spreadsheet

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

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