ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	129-185	129-190	0-005	0.0%	128-270
High	129-310	129-255	-0-055	-0.1%	129-310
Low	129-125	129-140	0-015	0.0%	128-185
Close	129-260	129-170	-0-090	-0.2%	129-260
Range	0-185	0-115	-0-070	-37.8%	1-125
ATR	0-192	0-186	-0-005	-2.7%	0-000
Volume	1,177,145	789,143	-388,002	-33.0%	5,051,959

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-213	130-147	129-233
R3	130-098	130-032	129-202
R2	129-303	129-303	129-191
R1	129-237	129-237	129-181	129-212
PP	129-188	129-188	129-188	129-176
S1	129-122	129-122	129-159	129-098
S2	129-073	129-073	129-149
S3	128-278	129-007	129-138
S4	128-163	128-212	129-107

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-200	133-035	130-185
R3	132-075	131-230	130-062
R2	130-270	130-270	130-022
R1	130-105	130-105	129-301	130-188
PP	129-145	129-145	129-145	129-186
S1	128-300	128-300	129-219	129-062
S2	128-020	128-020	129-178
S3	126-215	127-175	129-138
S4	125-090	126-050	129-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-310	129-015	0-295	0.7%	0-157	0.4%	53%	False	False	1,013,303
10	129-310	128-185	1-125	1.1%	0-157	0.4%	69%	False	False	938,008
20	130-010	128-055	1-275	1.4%	0-170	0.4%	73%	False	False	940,157
40	130-010	125-295	4-035	3.2%	0-200	0.5%	88%	False	False	1,033,337
60	130-200	125-295	4-225	3.6%	0-220	0.5%	77%	False	False	695,006
80	130-200	125-050	5-150	4.2%	0-207	0.5%	80%	False	False	521,535

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	131-104
2.618	130-236
1.618	130-121
1.000	130-050
0.618	130-006
HIGH	129-255
0.618	129-211
0.500	129-198
0.382	129-184
LOW	129-140
0.618	129-069
1.000	129-025
1.618	128-274
2.618	128-159
4.250	127-291

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	129-198	129-198
PP	129-188	129-188
S1	129-179	129-179

Download as Excel Spreadsheet

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

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