ECBOT 10 Year T-Note Future September 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	129-100	129-060	-0-040	-0.1%	128-170
High	129-170	129-060	-0-110	-0.3%	129-170
Low	129-030	129-040	0-010	0.0%	128-060
Close	129-140	129-050	-0-090	-0.2%	129-140
Range	0-140	0-020	-0-120	-85.7%	1-110
ATR	0-119	0-118	-0-001	-1.2%	0-000
Volume	3,070	510	-2,560	-83.4%	11,485

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-110	129-100	129-061
R3	129-090	129-080	129-056
R2	129-070	129-070	129-054
R1	129-060	129-060	129-052	129-055
PP	129-050	129-050	129-050	129-048
S1	129-040	129-040	129-048	129-035
S2	129-030	129-030	129-046
S3	129-010	129-020	129-044
S4	128-310	129-000	129-039

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	128-220	0-270	0.7%	0-100	0.2%	56%	False	False	2,285
10	129-170	128-060	1-110	1.0%	0-087	0.2%	72%	False	False	1,573

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	129-145
2.618	129-112
1.618	129-092
1.000	129-080
0.618	129-072
HIGH	129-060
0.618	129-052
0.500	129-050
0.382	129-048
LOW	129-040
0.618	129-028
1.000	129-020
1.618	129-008
2.618	128-308
4.250	128-275

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	129-050	129-085
PP	129-050	129-073
S1	129-050	129-062

Download as Excel Spreadsheet

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

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