ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	120-065	119-287	-0-098	-0.3%	119-242
High	120-085	119-287	-0-118	-0.3%	120-085
Low	119-265	119-180	-0-085	-0.2%	119-190
Close	119-270	119-202	-0-068	-0.2%	120-082
Range	0-140	0-107	-0-033	-23.6%	0-215
ATR	0-120	0-120	-0-001	-0.8%	0-000
Volume	76,666	65,919	-10,747	-14.0%	4,753,505

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-224	120-160	119-261
R3	120-117	120-053	119-231
R2	120-010	120-010	119-222
R1	119-266	119-266	119-212	119-244
PP	119-223	119-223	119-223	119-212
S1	119-159	119-159	119-192	119-138
S2	119-116	119-116	119-182
S3	119-009	119-052	119-173
S4	118-222	118-265	119-143

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	119-180	0-225	0.6%	0-093	0.2%	10%	False	True	616,767
10	120-085	119-155	0-250	0.7%	0-114	0.3%	19%	False	False	774,221
20	120-090	119-045	1-045	1.0%	0-130	0.3%	43%	False	False	769,371
40	120-287	119-045	1-242	1.5%	0-117	0.3%	28%	False	False	654,717
60	120-292	118-095	2-197	2.2%	0-119	0.3%	51%	False	False	635,129
80	120-292	118-092	2-200	2.2%	0-127	0.3%	51%	False	False	568,944
100	120-292	118-092	2-200	2.2%	0-115	0.3%	51%	False	False	455,259

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-102
2.618	120-247
1.618	120-140
1.000	120-074
0.618	120-033
HIGH	119-287
0.618	119-246
0.500	119-234
0.382	119-221
LOW	119-180
0.618	119-114
1.000	119-073
1.618	119-007
2.618	118-220
4.250	118-045

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	119-234	119-292
PP	119-223	119-262
S1	119-212	119-232

Download as Excel Spreadsheet

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

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