ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 23-Apr-2015

Day Change Summary
	Previous	Current
	22-Apr-2015	23-Apr-2015	Change	Change %	Previous Week
Open	120-172	120-085	-0-087	-0.2%	120-055
High	120-192	120-155	-0-037	-0.1%	120-287
Low	120-060	120-072	0-012	0.0%	120-002
Close	120-087	120-142	0-055	0.1%	120-225
Range	0-132	0-083	-0-049	-37.1%	0-285
ATR	0-109	0-107	-0-002	-1.7%	0-000
Volume	592,788	613,871	21,083	3.6%	2,621,964

Daily Pivots for day following 23-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-052	121-020	120-188
R3	120-289	120-257	120-165
R2	120-206	120-206	120-157
R1	120-174	120-174	120-150	120-190
PP	120-123	120-123	120-123	120-131
S1	120-091	120-091	120-134	120-107
S2	120-040	120-040	120-127
S3	119-277	120-008	120-119
S4	119-194	119-245	120-096

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-066	122-271	121-062
R3	122-101	121-306	120-303
R2	121-136	121-136	120-277
R1	121-021	121-021	120-251	121-078
PP	120-171	120-171	120-171	120-200
S1	120-056	120-056	120-199	120-114
S2	119-206	119-206	120-173
S3	118-241	119-091	120-147
S4	117-276	118-126	120-068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-287	120-060	0-227	0.6%	0-097	0.3%	36%	False	False	527,634
10	120-287	120-002	0-285	0.7%	0-094	0.2%	49%	False	False	502,524
20	120-292	119-220	1-072	1.0%	0-098	0.3%	62%	False	False	508,024
40	120-292	118-092	2-200	2.2%	0-118	0.3%	82%	False	False	587,572
60	120-292	118-092	2-200	2.2%	0-120	0.3%	82%	False	False	428,899
80	120-292	117-300	2-312	2.5%	0-103	0.3%	84%	False	False	321,742

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-188
2.618	121-052
1.618	120-289
1.000	120-238
0.618	120-206
HIGH	120-155
0.618	120-123
0.500	120-114
0.382	120-104
LOW	120-072
0.618	120-021
1.000	119-309
1.618	119-258
2.618	119-175
4.250	119-039

Fisher Pivots for day following 23-Apr-2015
Pivot	1 day	3 day
R1	120-132	120-141
PP	120-123	120-140
S1	120-114	120-138

Download as Excel Spreadsheet

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

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