ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	118-300	118-257	-0-043	-0.1%	118-180
High	118-315	119-005	0-010	0.0%	119-140
Low	118-230	118-232	0-002	0.0%	118-127
Close	118-260	118-315	0-055	0.1%	119-117
Range	0-085	0-093	0-008	9.4%	1-013
ATR	0-128	0-126	-0-003	-2.0%	0-000
Volume	555,424	518,140	-37,284	-6.7%	3,360,330

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-250	119-215	119-046
R3	119-157	119-122	119-021
R2	119-064	119-064	119-012
R1	119-029	119-029	119-004	119-046
PP	118-291	118-291	118-291	118-299
S1	118-256	118-256	118-306	118-274
S2	118-198	118-198	118-298
S3	118-105	118-163	118-289
S4	118-012	118-070	118-264

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-060	121-262	119-300
R3	121-047	120-249	119-209
R2	120-034	120-034	119-178
R1	119-236	119-236	119-148	119-295
PP	119-021	119-021	119-021	119-051
S1	118-223	118-223	119-086	118-282
S2	118-008	118-008	119-056
S3	116-315	117-210	119-025
S4	115-302	116-197	118-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	118-230	0-230	0.6%	0-116	0.3%	37%	False	False	600,505
10	119-140	118-037	1-103	1.1%	0-127	0.3%	66%	False	False	632,835
20	119-235	118-037	1-198	1.4%	0-129	0.3%	54%	False	False	693,904
40	119-260	118-037	1-223	1.4%	0-122	0.3%	51%	False	False	422,744

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-080
2.618	119-248
1.618	119-155
1.000	119-098
0.618	119-062
HIGH	119-005
0.618	118-289
0.500	118-278
0.382	118-268
LOW	118-232
0.618	118-175
1.000	118-139
1.618	118-082
2.618	117-309
4.250	117-157

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	118-303	119-006
PP	118-291	119-002
S1	118-278	118-319

Download as Excel Spreadsheet

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

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