ECBOT 5 Year T-Note Future June 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	120-132	120-215	0-083	0.2%	120-197
High	120-220	120-230	0-010	0.0%	120-235
Low	120-102	120-145	0-043	0.1%	120-060
Close	120-205	120-180	-0-025	-0.1%	120-205
Range	0-118	0-085	-0-033	-28.0%	0-175
ATR	0-108	0-107	-0-002	-1.5%	0-000
Volume	505,384	403,648	-101,736	-20.1%	2,509,662

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-120	121-075	120-227
R3	121-035	120-310	120-203
R2	120-270	120-270	120-196
R1	120-225	120-225	120-188	120-205
PP	120-185	120-185	120-185	120-175
S1	120-140	120-140	120-172	120-120
S2	120-100	120-100	120-164
S3	120-015	120-055	120-157
S4	119-250	119-290	120-133

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	120-060	0-170	0.4%	0-098	0.3%	71%	True	False	496,533
10	120-287	120-060	0-227	0.6%	0-097	0.3%	53%	False	False	515,722
20	120-292	119-285	1-007	0.8%	0-096	0.2%	66%	False	False	491,451
40	120-292	118-092	2-200	2.2%	0-115	0.3%	87%	False	False	564,854
60	120-292	118-092	2-200	2.2%	0-122	0.3%	87%	False	False	444,038
80	120-292	118-070	2-222	2.2%	0-105	0.3%	87%	False	False	333,099

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-271
2.618	121-133
1.618	121-048
1.000	120-315
0.618	120-283
HIGH	120-230
0.618	120-198
0.500	120-188
0.382	120-177
LOW	120-145
0.618	120-092
1.000	120-060
1.618	120-007
2.618	119-242
4.250	119-104

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	120-188	120-170
PP	120-185	120-161
S1	120-182	120-151

Download as Excel Spreadsheet

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

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