ECBOT 10 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	128-265	129-020	0-075	0.2%	129-190
High	129-065	129-150	0-085	0.2%	129-255
Low	128-235	128-290	0-055	0.1%	128-225
Close	129-045	129-125	0-080	0.2%	129-125
Range	0-150	0-180	0-030	20.0%	1-030
ATR	0-186	0-185	0-000	-0.2%	0-000
Volume	1,211,509	1,065,745	-145,764	-12.0%	4,949,508

Daily Pivots for day following 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-302	130-233	129-224
R3	130-122	130-053	129-174
R2	129-262	129-262	129-158
R1	129-193	129-193	129-142	129-228
PP	129-082	129-082	129-082	129-099
S1	129-013	129-013	129-108	129-048
S2	128-222	128-222	129-092
S3	128-042	128-153	129-076
S4	127-182	127-293	129-026

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-185	132-025	129-318
R3	131-155	130-315	129-221
R2	130-125	130-125	129-189
R1	129-285	129-285	129-157	129-190
PP	129-095	129-095	129-095	129-048
S1	128-255	128-255	129-093	128-160
S2	128-065	128-065	129-061
S3	127-035	127-225	129-029
S4	126-005	126-195	128-252

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-255	128-225	1-030	0.8%	0-168	0.4%	63%	False	False	989,901
10	129-310	128-185	1-125	1.1%	0-168	0.4%	58%	False	False	1,000,146
20	130-010	128-080	1-250	1.4%	0-168	0.4%	64%	False	False	944,990
40	130-010	125-295	4-035	3.2%	0-193	0.5%	84%	False	False	1,043,748
60	130-200	125-295	4-225	3.6%	0-217	0.5%	74%	False	False	763,988
80	130-200	125-230	4-290	3.8%	0-216	0.5%	75%	False	False	573,500

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-275
2.618	130-301
1.618	130-121
1.000	130-010
0.618	129-261
HIGH	129-150
0.618	129-081
0.500	129-060
0.382	129-039
LOW	128-290
0.618	128-179
1.000	128-110
1.618	127-319
2.618	127-139
4.250	126-165

Fisher Pivots for day following 24-Apr-2015
Pivot	1 day	3 day
R1	129-103	129-096
PP	129-082	129-067
S1	129-060	129-038

Download as Excel Spreadsheet

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

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