ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 17-Apr-2015

Day Change Summary
	Previous	Current
	16-Apr-2015	17-Apr-2015	Change	Change %	Previous Week
Open	129-010	129-100	0-090	0.2%	128-170
High	129-100	129-170	0-070	0.2%	129-170
Low	129-000	129-030	0-030	0.1%	128-060
Close	129-100	129-140	0-040	0.1%	129-140
Range	0-100	0-140	0-040	40.0%	1-110
ATR	0-118	0-119	0-002	1.4%	0-000
Volume	2,464	3,070	606	24.6%	11,485

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-213	130-157	129-217
R3	130-073	130-017	129-178
R2	129-253	129-253	129-166
R1	129-197	129-197	129-153	129-225
PP	129-113	129-113	129-113	129-128
S1	129-057	129-057	129-127	129-085
S2	128-293	128-293	129-114
S3	128-153	128-237	129-102
S4	128-013	128-097	129-063

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-027	132-193	130-056
R3	131-237	131-083	129-258
R2	130-127	130-127	129-219
R1	129-293	129-293	129-179	130-050
PP	129-017	129-017	129-017	129-055
S1	128-183	128-183	129-101	128-260
S2	127-227	127-227	129-061
S3	126-117	127-073	129-022
S4	125-007	125-283	128-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-170	128-060	1-110	1.0%	0-124	0.3%	93%	True	False	2,297
10	129-170	128-060	1-110	1.0%	0-102	0.2%	93%	True	False	1,620

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	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-125
2.618	130-217
1.618	130-077
1.000	129-310
0.618	129-257
HIGH	129-170
0.618	129-117
0.500	129-100
0.382	129-083
LOW	129-030
0.618	128-263
1.000	128-210
1.618	128-123
2.618	127-303
4.250	127-075

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	129-127	129-117
PP	129-113	129-093
S1	129-100	129-070

Download as Excel Spreadsheet

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

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