ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	119-112	119-017	-0-095	-0.2%	120-065
High	119-112	119-030	-0-082	-0.2%	120-085
Low	119-002	118-290	-0-032	-0.1%	118-257
Close	119-052	118-305	-0-067	-0.2%	119-025
Range	0-110	0-060	-0-050	-45.5%	1-148
ATR	0-125	0-122	-0-003	-2.5%	0-000
Volume	11,102	5,126	-5,976	-53.8%	240,168

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-175	119-140	119-018
R3	119-115	119-080	119-002
R2	119-055	119-055	118-316
R1	119-020	119-020	118-310	119-008
PP	118-315	118-315	118-315	118-309
S1	118-280	118-280	118-300	118-268
S2	118-255	118-255	118-294
S3	118-195	118-220	118-288
S4	118-135	118-160	118-272

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	119-182	118-257	0-245	0.6%	0-118	0.3%	20%	False	False	11,703
10	120-085	118-257	1-148	1.2%	0-112	0.3%	10%	False	False	141,737
20	120-090	118-257	1-153	1.2%	0-117	0.3%	10%	False	False	524,262
40	120-287	118-257	2-030	1.8%	0-120	0.3%	7%	False	False	589,708
60	120-292	118-257	2-035	1.8%	0-119	0.3%	7%	False	False	574,228
80	120-292	118-092	2-200	2.2%	0-126	0.3%	25%	False	False	570,130
100	120-292	118-092	2-200	2.2%	0-119	0.3%	25%	False	False	456,471

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 80 trading days

Fibonacci Retracements and Extensions
4.250	119-285
2.618	119-187
1.618	119-127
1.000	119-090
0.618	119-067
HIGH	119-030
0.618	119-007
0.500	119-000
0.382	118-313
LOW	118-290
0.618	118-253
1.000	118-230
1.618	118-193
2.618	118-133
4.250	118-035

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	119-000	119-041
PP	118-315	119-022
S1	118-310	119-004

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

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