ECBOT 10 Year T-Note Future September 2015

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

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	128-240	129-020	0-100	0.2%	129-060
High	129-020	129-050	0-030	0.1%	129-100
Low	128-240	128-240	0-000	0.0%	128-120
Close	129-000	128-300	-0-020	0.0%	129-000
Range	0-100	0-130	0-030	30.0%	0-300
ATR	0-121	0-121	0-001	0.6%	0-000
Volume	5,634	4,466	-1,168	-20.7%	10,384

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-053	129-307	129-052
R3	129-243	129-177	129-016
R2	129-113	129-113	129-004
R1	129-047	129-047	128-312	129-015
PP	128-303	128-303	128-303	128-288
S1	128-237	128-237	128-288	128-205
S2	128-173	128-173	128-276
S3	128-043	128-107	128-264
S4	127-233	127-297	128-228

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-227	131-093	129-165
R3	130-247	130-113	129-082
R2	129-267	129-267	129-055
R1	129-133	129-133	129-028	129-050
PP	128-287	128-287	128-287	128-245
S1	128-153	128-153	128-292	128-070
S2	127-307	127-307	128-265
S3	127-007	127-173	128-238
S4	126-027	126-193	128-155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-100	128-120	0-300	0.7%	0-130	0.3%	60%	False	False	2,868
10	129-170	128-120	1-050	0.9%	0-115	0.3%	49%	False	False	2,576
20	129-190	128-060	1-130	1.1%	0-106	0.3%	53%	False	False	1,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-282
2.618	130-070
1.618	129-260
1.000	129-180
0.618	129-130
HIGH	129-050
0.618	129-000
0.500	128-305
0.382	128-290
LOW	128-240
0.618	128-160
1.000	128-110
1.618	128-030
2.618	127-220
4.250	127-008

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	128-305	128-285
PP	128-303	128-270
S1	128-302	128-255

Download as Excel Spreadsheet

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

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