ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 22-Apr-2015

Day Change Summary
	Previous	Current
	21-Apr-2015	22-Apr-2015	Change	Change %	Previous Week
Open	129-170	129-130	-0-040	-0.1%	128-270
High	129-230	129-170	-0-060	-0.1%	129-310
Low	129-100	128-225	-0-195	-0.5%	128-185
Close	129-115	128-275	-0-160	-0.4%	129-260
Range	0-130	0-265	0-135	103.8%	1-125
ATR	0-182	0-188	0-006	3.2%	0-000
Volume	707,522	1,175,589	468,067	66.2%	5,051,959

Daily Pivots for day following 22-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-165	131-005	129-101
R3	130-220	130-060	129-028
R2	129-275	129-275	129-004
R1	129-115	129-115	128-299	129-062
PP	129-010	129-010	129-010	128-304
S1	128-170	128-170	128-251	128-118
S2	128-065	128-065	128-226
S3	127-120	127-225	128-202
S4	126-175	126-280	128-129

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	128-225	1-085	1.0%	0-170	0.4%	12%	False	True	1,003,764
10	129-310	128-185	1-125	1.1%	0-170	0.4%	20%	False	False	955,653
20	130-010	128-055	1-275	1.4%	0-176	0.4%	37%	False	False	948,248
40	130-010	125-295	4-035	3.2%	0-195	0.5%	71%	False	False	1,060,095
60	130-200	125-295	4-225	3.6%	0-221	0.5%	62%	False	False	726,340
80	130-200	125-070	5-130	4.2%	0-212	0.5%	67%	False	False	545,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	133-016
2.618	131-224
1.618	130-279
1.000	130-115
0.618	130-014
HIGH	129-170
0.618	129-069
0.500	129-038
0.382	129-006
LOW	128-225
0.618	128-061
1.000	127-280
1.618	127-116
2.618	126-171
4.250	125-059

Fisher Pivots for day following 22-Apr-2015
Pivot	1 day	3 day
R1	129-038	129-080
PP	129-010	129-038
S1	128-302	128-317

Download as Excel Spreadsheet

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

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