ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 30-Apr-2015

Day Change Summary
	Previous	Current
	29-Apr-2015	30-Apr-2015	Change	Change %	Previous Week
Open	119-260	119-220	-0-040	-0.1%	120-050
High	119-260	119-220	-0-040	-0.1%	120-050
Low	119-110	119-090	-0-020	-0.1%	119-240
Close	119-220	119-190	-0-030	-0.1%	120-040
Range	0-150	0-130	-0-020	-13.3%	0-130
ATR	0-061	0-065	0-005	8.2%	0-000
Volume	469	2,118	1,649	351.6%	372

Daily Pivots for day following 30-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-237	120-183	119-262
R3	120-107	120-053	119-226
R2	119-297	119-297	119-214
R1	119-243	119-243	119-202	119-205
PP	119-167	119-167	119-167	119-148
S1	119-113	119-113	119-178	119-075
S2	119-037	119-037	119-166
S3	118-227	118-303	119-154
S4	118-097	118-173	119-118

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-073	121-027	120-112
R3	120-263	120-217	120-076
R2	120-133	120-133	120-064
R1	120-087	120-087	120-052	120-045
PP	120-003	120-003	120-003	119-302
S1	119-277	119-277	120-028	119-235
S2	119-193	119-193	120-016
S3	119-063	119-147	120-004
S4	118-253	119-017	119-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-040	119-090	0-270	0.7%	0-074	0.2%	37%	False	True	701
10	120-070	119-090	0-300	0.8%	0-049	0.1%	33%	False	True	462

Crabel Price Patterns
NR	True
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	0-003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-132
2.618	120-240
1.618	120-110
1.000	120-030
0.618	119-300
HIGH	119-220
0.618	119-170
0.500	119-155
0.382	119-140
LOW	119-090
0.618	119-010
1.000	118-280
1.618	118-200
2.618	118-070
4.250	117-178

Fisher Pivots for day following 30-Apr-2015
Pivot	1 day	3 day
R1	119-178	119-195
PP	119-167	119-193
S1	119-155	119-192

Download as Excel Spreadsheet

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

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