ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 24-Apr-2015

Day Change Summary
	Previous	Current
	23-Apr-2015	24-Apr-2015	Change	Change %	Previous Week
Open	120-085	120-132	0-047	0.1%	120-197
High	120-155	120-220	0-065	0.2%	120-235
Low	120-072	120-102	0-030	0.1%	120-060
Close	120-142	120-205	0-063	0.2%	120-205
Range	0-083	0-118	0-035	42.2%	0-175
ATR	0-107	0-108	0-001	0.7%	0-000
Volume	613,871	505,384	-108,487	-17.7%	2,509,662

Daily Pivots for day following 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-210	121-165	120-270
R3	121-092	121-047	120-237
R2	120-294	120-294	120-227
R1	120-249	120-249	120-216	120-272
PP	120-176	120-176	120-176	120-187
S1	120-131	120-131	120-194	120-154
S2	120-058	120-058	120-183
S3	119-260	120-013	120-173
S4	119-142	119-215	120-140

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	120-235	120-060	0-175	0.5%	0-095	0.2%	83%	False	False	501,932
10	120-287	120-002	0-285	0.7%	0-099	0.3%	71%	False	False	513,162
20	120-292	119-247	1-045	0.9%	0-097	0.3%	76%	False	False	497,579
40	120-292	118-092	2-200	2.2%	0-116	0.3%	90%	False	False	576,479
60	120-292	118-092	2-200	2.2%	0-122	0.3%	90%	False	False	437,312
80	120-292	118-020	2-272	2.4%	0-104	0.3%	90%	False	False	328,056

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-082
2.618	121-209
1.618	121-091
1.000	121-018
0.618	120-293
HIGH	120-220
0.618	120-175
0.500	120-161
0.382	120-147
LOW	120-102
0.618	120-029
1.000	119-304
1.618	119-231
2.618	119-113
4.250	118-240

Fisher Pivots for day following 24-Apr-2015
Pivot	1 day	3 day
R1	120-190	120-183
PP	120-176	120-162
S1	120-161	120-140

Download as Excel Spreadsheet

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

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