ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 16-Jun-2015

Day Change Summary
	Previous	Current
	15-Jun-2015	16-Jun-2015	Change	Change %	Previous Week
Open	119-100	119-147	0-047	0.1%	119-027
High	119-167	119-175	0-008	0.0%	119-115
Low	119-100	119-140	0-040	0.1%	118-287
Close	119-112	119-160	0-048	0.1%	119-065
Range	0-067	0-035	-0-032	-47.8%	0-148
ATR	0-117	0-113	-0-004	-3.3%	0-000
Volume	4,474	4,079	-395	-8.8%	34,445

Daily Pivots for day following 16-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-263	119-247	119-179
R3	119-228	119-212	119-170
R2	119-193	119-193	119-166
R1	119-177	119-177	119-163	119-185
PP	119-158	119-158	119-158	119-162
S1	119-142	119-142	119-157	119-150
S2	119-123	119-123	119-154
S3	119-088	119-107	119-150
S4	119-053	119-072	119-141

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-173	120-107	119-146
R3	120-025	119-279	119-106
R2	119-197	119-197	119-092
R1	119-131	119-131	119-079	119-164
PP	119-049	119-049	119-049	119-066
S1	118-303	118-303	119-051	119-016
S2	118-221	118-221	119-038
S3	118-073	118-155	119-024
S4	117-245	118-007	118-304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-175	118-287	0-208	0.5%	0-071	0.2%	93%	True	False	4,846
10	119-210	118-257	0-273	0.7%	0-102	0.3%	82%	False	False	14,058
20	120-085	118-257	1-148	1.2%	0-108	0.3%	48%	False	False	394,139
40	120-230	118-257	1-293	1.6%	0-119	0.3%	36%	False	False	537,554
60	120-292	118-257	2-035	1.8%	0-112	0.3%	33%	False	False	529,420
80	120-292	118-092	2-200	2.2%	0-120	0.3%	46%	False	False	567,117
100	120-292	118-092	2-200	2.2%	0-119	0.3%	46%	False	False	456,640

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 96 trading days

Fibonacci Retracements and Extensions
4.250	120-004
2.618	119-267
1.618	119-232
1.000	119-210
0.618	119-197
HIGH	119-175
0.618	119-162
0.500	119-158
0.382	119-153
LOW	119-140
0.618	119-118
1.000	119-105
1.618	119-083
2.618	119-048
4.250	118-311

Fisher Pivots for day following 16-Jun-2015
Pivot	1 day	3 day
R1	119-159	119-141
PP	119-158	119-122
S1	119-158	119-102

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

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