ECBOT 10 Year T-Note Future September 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	128-170	128-240	0-070	0.2%	129-060
High	128-240	129-020	0-100	0.2%	129-100
Low	128-140	128-240	0-100	0.2%	128-120
Close	128-240	129-000	0-080	0.2%	129-000
Range	0-100	0-100	0-000	0.0%	0-300
ATR	0-122	0-121	-0-002	-1.3%	0-000
Volume	2,559	5,634	3,075	120.2%	10,384

Daily Pivots for day following 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-280	129-240	129-055
R3	129-180	129-140	129-028
R2	129-080	129-080	129-018
R1	129-040	129-040	129-009	129-060
PP	128-300	128-300	128-300	128-310
S1	128-260	128-260	128-311	128-280
S2	128-200	128-200	128-302
S3	128-100	128-160	128-292
S4	128-000	128-060	128-265

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-227	131-093	129-165
R3	130-247	130-113	129-082
R2	129-267	129-267	129-055
R1	129-133	129-133	129-028	129-050
PP	128-287	128-287	128-287	128-245
S1	128-153	128-153	128-292	128-070
S2	127-307	127-307	128-265
S3	127-007	127-173	128-238
S4	126-027	126-193	128-155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-100	128-120	0-300	0.7%	0-108	0.3%	67%	False	False	2,076
10	129-170	128-060	1-110	1.0%	0-116	0.3%	60%	False	False	2,186
20	129-190	128-030	1-160	1.2%	0-100	0.2%	60%	False	False	1,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-015

Fibonacci Retracements and Extensions
4.250	130-125
2.618	129-282
1.618	129-182
1.000	129-120
0.618	129-082
HIGH	129-020
0.618	128-302
0.500	128-290
0.382	128-278
LOW	128-240
0.618	128-178
1.000	128-140
1.618	128-078
2.618	127-298
4.250	127-135

Fisher Pivots for day following 24-Apr-2015
Pivot	1 day	3 day
R1	128-310	128-290
PP	128-300	128-260
S1	128-290	128-230

Download as Excel Spreadsheet

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

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