ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 28-Apr-2015

Day Change Summary
	Previous	Current
	27-Apr-2015	28-Apr-2015	Change	Change %	Previous Week
Open	120-215	120-190	-0-025	-0.1%	120-197
High	120-230	120-195	-0-035	-0.1%	120-235
Low	120-145	120-090	-0-055	-0.1%	120-060
Close	120-180	120-125	-0-055	-0.1%	120-205
Range	0-085	0-105	0-020	23.5%	0-175
ATR	0-107	0-106	0-000	-0.1%	0-000
Volume	403,648	620,533	216,885	53.7%	2,509,662

Daily Pivots for day following 28-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-132	121-073	120-183
R3	121-027	120-288	120-154
R2	120-242	120-242	120-144
R1	120-183	120-183	120-135	120-160
PP	120-137	120-137	120-137	120-125
S1	120-078	120-078	120-115	120-055
S2	120-032	120-032	120-106
S3	119-247	119-293	120-096
S4	119-142	119-188	120-067

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%	0-105	0.3%	38%	False	False	547,244
10	120-287	120-060	0-227	0.6%	0-096	0.2%	29%	False	False	520,846
20	120-292	120-002	0-290	0.8%	0-098	0.3%	42%	False	False	500,518
40	120-292	118-092	2-200	2.2%	0-114	0.3%	80%	False	False	564,854
60	120-292	118-092	2-200	2.2%	0-123	0.3%	80%	False	False	454,370
80	120-292	118-092	2-200	2.2%	0-106	0.3%	80%	False	False	340,852

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-001
2.618	121-150
1.618	121-045
1.000	120-300
0.618	120-260
HIGH	120-195
0.618	120-155
0.500	120-142
0.382	120-130
LOW	120-090
0.618	120-025
1.000	119-305
1.618	119-240
2.618	119-135
4.250	118-284

Fisher Pivots for day following 28-Apr-2015
Pivot	1 day	3 day
R1	120-142	120-160
PP	120-137	120-148
S1	120-131	120-137

Download as Excel Spreadsheet

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

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