ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	119-200	119-095	-0-105	-0.3%	119-242
High	119-210	119-182	-0-028	-0.1%	120-085
Low	119-075	119-035	-0-040	-0.1%	119-190
Close	119-100	119-170	0-070	0.2%	120-082
Range	0-135	0-147	0-012	8.9%	0-215
ATR	0-121	0-123	0-002	1.6%	0-000
Volume	62,954	17,505	-45,449	-72.2%	4,753,505

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-250	120-197	119-251
R3	120-103	120-050	119-210
R2	119-276	119-276	119-197
R1	119-223	119-223	119-183	119-250
PP	119-129	119-129	119-129	119-142
S1	119-076	119-076	119-157	119-102
S2	118-302	118-302	119-143
S3	118-155	118-249	119-130
S4	118-008	118-102	119-089

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	119-035	1-050	1.0%	0-121	0.3%	36%	False	True	92,308
10	120-085	119-035	1-050	1.0%	0-112	0.3%	36%	False	True	635,733
20	120-090	119-035	1-055	1.0%	0-133	0.3%	36%	False	True	696,036
40	120-287	119-035	1-252	1.5%	0-120	0.3%	24%	False	True	635,152
60	120-292	118-190	2-102	1.9%	0-119	0.3%	40%	False	False	614,449
80	120-292	118-092	2-200	2.2%	0-125	0.3%	47%	False	False	569,913
100	120-292	118-092	2-200	2.2%	0-117	0.3%	47%	False	False	456,062

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-167
2.618	120-247
1.618	120-100
1.000	120-009
0.618	119-273
HIGH	119-182
0.618	119-126
0.500	119-108
0.382	119-091
LOW	119-035
0.618	118-264
1.000	118-208
1.618	118-117
2.618	117-290
4.250	117-050

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	119-150	119-167
PP	119-129	119-164
S1	119-108	119-161

Download as Excel Spreadsheet

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

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