ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	119-027	119-112	0-085	0.2%	120-065
High	119-095	119-112	0-017	0.0%	120-085
Low	119-027	119-002	-0-025	-0.1%	118-257
Close	119-087	119-052	-0-035	-0.1%	119-025
Range	0-068	0-110	0-042	61.8%	1-148
ATR	0-126	0-125	-0-001	-0.9%	0-000
Volume	7,662	11,102	3,440	44.9%	240,168

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-065	120-009	119-112
R3	119-275	119-219	119-082
R2	119-165	119-165	119-072
R1	119-109	119-109	119-062	119-082
PP	119-055	119-055	119-055	119-042
S1	118-319	118-319	119-042	118-292
S2	118-265	118-265	119-032
S3	118-155	118-209	119-022
S4	118-045	118-099	118-312

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	119-210	118-257	0-273	0.7%	0-133	0.3%	42%	False	False	23,269
10	120-085	118-257	1-148	1.2%	0-113	0.3%	25%	False	False	320,018
20	120-090	118-257	1-153	1.2%	0-123	0.3%	24%	False	False	569,938
40	120-287	118-257	2-030	1.8%	0-122	0.3%	17%	False	False	603,812
60	120-292	118-257	2-035	1.8%	0-119	0.3%	17%	False	False	580,988
80	120-292	118-092	2-200	2.2%	0-126	0.3%	33%	False	False	570,162
100	120-292	118-092	2-200	2.2%	0-120	0.3%	33%	False	False	456,420

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-260
2.618	120-080
1.618	119-290
1.000	119-222
0.618	119-180
HIGH	119-112
0.618	119-070
0.500	119-057
0.382	119-044
LOW	119-002
0.618	118-254
1.000	118-212
1.618	118-144
2.618	118-034
4.250	117-174

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	119-057	119-048
PP	119-055	119-044
S1	119-054	119-040

Download as Excel Spreadsheet

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

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