ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	119-017	118-312	-0-025	-0.1%	120-065
High	119-030	119-075	0-045	0.1%	120-085
Low	118-290	118-287	-0-003	0.0%	118-257
Close	118-305	119-075	0-090	0.2%	119-025
Range	0-060	0-108	0-048	80.0%	1-148
ATR	0-122	0-121	-0-001	-0.8%	0-000
Volume	5,126	5,978	852	16.6%	240,168

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-043	120-007	119-134
R3	119-255	119-219	119-105
R2	119-147	119-147	119-095
R1	119-111	119-111	119-085	119-129
PP	119-039	119-039	119-039	119-048
S1	119-003	119-003	119-065	119-021
S2	118-251	118-251	119-055
S3	118-143	118-215	119-045
S4	118-035	118-107	119-016

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	119-142	118-257	0-205	0.5%	0-110	0.3%	67%	False	False	9,398
10	120-085	118-257	1-148	1.2%	0-116	0.3%	29%	False	False	50,853
20	120-090	118-257	1-153	1.2%	0-116	0.3%	29%	False	False	482,733
40	120-287	118-257	2-030	1.8%	0-121	0.3%	21%	False	False	579,735
60	120-292	118-257	2-035	1.8%	0-120	0.3%	20%	False	False	566,365
80	120-292	118-092	2-200	2.2%	0-125	0.3%	36%	False	False	570,077
100	120-292	118-092	2-200	2.2%	0-120	0.3%	36%	False	False	456,528

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-214
2.618	120-038
1.618	119-250
1.000	119-183
0.618	119-142
HIGH	119-075
0.618	119-034
0.500	119-021
0.382	119-008
LOW	118-287
0.618	118-220
1.000	118-179
1.618	118-112
2.618	118-004
4.250	117-148

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	119-057	119-063
PP	119-039	119-051
S1	119-021	119-040

Download as Excel Spreadsheet

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

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