ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	120-017	120-065	0-048	0.1%	119-242
High	120-085	120-085	0-000	0.0%	120-085
Low	120-007	119-265	-0-062	-0.2%	119-190
Close	120-082	119-270	-0-132	-0.3%	120-082
Range	0-078	0-140	0-062	79.5%	0-215
ATR	0-119	0-120	0-002	1.3%	0-000
Volume	238,499	76,666	-161,833	-67.9%	4,753,505

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-093	121-002	120-027
R3	120-273	120-182	119-308
R2	120-133	120-133	119-296
R1	120-042	120-042	119-283	120-018
PP	119-313	119-313	119-313	119-301
S1	119-222	119-222	119-257	119-198
S2	119-173	119-173	119-244
S3	119-033	119-082	119-232
S4	118-213	118-262	119-193

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-017	121-265	120-200
R3	121-122	121-050	120-141
R2	120-227	120-227	120-121
R1	120-155	120-155	120-102	120-191
PP	120-012	120-012	120-012	120-030
S1	119-260	119-260	120-062	119-296
S2	119-117	119-117	120-043
S3	118-222	119-045	120-023
S4	118-007	118-150	119-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-085	119-190	0-215	0.6%	0-095	0.2%	37%	True	False	966,034
10	120-085	119-155	0-250	0.7%	0-117	0.3%	46%	True	False	815,891
20	120-090	119-045	1-045	1.0%	0-129	0.3%	62%	False	False	790,479
40	120-292	119-045	1-247	1.5%	0-117	0.3%	40%	False	False	662,217
60	120-292	118-092	2-200	2.2%	0-122	0.3%	59%	False	False	651,712
80	120-292	118-092	2-200	2.2%	0-126	0.3%	59%	False	False	568,150
100	120-292	118-092	2-200	2.2%	0-114	0.3%	59%	False	False	454,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-040
2.618	121-132
1.618	120-312
1.000	120-225
0.618	120-172
HIGH	120-085
0.618	120-032
0.500	120-015
0.382	119-318
LOW	119-265
0.618	119-178
1.000	119-125
1.618	119-038
2.618	118-218
4.250	117-310

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	120-015	120-015
PP	119-313	119-313
S1	119-292	119-292

Download as Excel Spreadsheet

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

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