ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 08-Jun-2015

Day Change Summary
	Previous	Current
	05-Jun-2015	08-Jun-2015	Change	Change %	Previous Week
Open	119-135	119-027	-0-108	-0.3%	120-065
High	119-142	119-095	-0-047	-0.1%	120-085
Low	118-257	119-027	0-090	0.2%	118-257
Close	119-025	119-087	0-062	0.2%	119-025
Range	0-205	0-068	-0-137	-66.8%	1-148
ATR	0-130	0-126	-0-004	-3.3%	0-000
Volume	17,124	7,662	-9,462	-55.3%	240,168

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-274	119-248	119-124
R3	119-206	119-180	119-106
R2	119-138	119-138	119-099
R1	119-112	119-112	119-093	119-125
PP	119-070	119-070	119-070	119-076
S1	119-044	119-044	119-081	119-057
S2	119-002	119-002	119-075
S3	118-254	118-296	119-068
S4	118-186	118-228	119-050

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-246	122-284	119-282
R3	122-098	121-136	119-154
R2	120-270	120-270	119-111
R1	119-308	119-308	119-068	119-215
PP	119-122	119-122	119-122	119-076
S1	118-160	118-160	118-302	118-067
S2	117-294	117-294	118-259
S3	116-146	117-012	118-216
S4	114-318	115-184	118-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-287	118-257	1-030	0.9%	0-132	0.3%	43%	False	False	34,232
10	120-085	118-257	1-148	1.2%	0-114	0.3%	32%	False	False	500,133
20	120-090	118-257	1-153	1.2%	0-127	0.3%	32%	False	False	600,385
40	120-287	118-257	2-030	1.8%	0-122	0.3%	22%	False	False	612,986
60	120-292	118-235	2-057	1.8%	0-120	0.3%	25%	False	False	589,675
80	120-292	118-092	2-200	2.2%	0-126	0.3%	38%	False	False	570,135
100	120-292	118-092	2-200	2.2%	0-119	0.3%	38%	False	False	456,309

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	120-064
2.618	119-273
1.618	119-205
1.000	119-163
0.618	119-137
HIGH	119-095
0.618	119-069
0.500	119-061
0.382	119-053
LOW	119-027
0.618	118-305
1.000	118-279
1.618	118-237
2.618	118-169
4.250	118-058

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	119-078	119-078
PP	119-070	119-069
S1	119-061	119-060

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

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