ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 28-Apr-2015

Day Change Summary
	Previous	Current
	27-Apr-2015	28-Apr-2015	Change	Change %	Previous Week
Open	129-020	128-280	-0-060	-0.1%	129-060
High	129-050	128-280	-0-090	-0.2%	129-100
Low	128-240	128-120	-0-120	-0.3%	128-120
Close	128-300	128-180	-0-120	-0.3%	129-000
Range	0-130	0-160	0-030	23.1%	0-300
ATR	0-121	0-125	0-004	3.5%	0-000
Volume	4,466	4,495	29	0.6%	10,384

Daily Pivots for day following 28-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-033	129-267	128-268
R3	129-193	129-107	128-224
R2	129-033	129-033	128-209
R1	128-267	128-267	128-195	128-230
PP	128-193	128-193	128-193	128-175
S1	128-107	128-107	128-165	128-070
S2	128-033	128-033	128-151
S3	127-193	127-267	128-136
S4	127-033	127-107	128-092

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	129-050	128-120	0-250	0.6%	0-140	0.3%	24%	False	True	3,608
10	129-170	128-120	1-050	0.9%	0-112	0.3%	16%	False	True	2,981
20	129-190	128-060	1-130	1.1%	0-114	0.3%	27%	False	False	1,798

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-000
2.618	130-059
1.618	129-219
1.000	129-120
0.618	129-059
HIGH	128-280
0.618	128-219
0.500	128-200
0.382	128-181
LOW	128-120
0.618	128-021
1.000	127-280
1.618	127-181
2.618	127-021
4.250	126-080

Fisher Pivots for day following 28-Apr-2015
Pivot	1 day	3 day
R1	128-200	128-245
PP	128-193	128-223
S1	128-187	128-202

Download as Excel Spreadsheet

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

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