ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	119-285	119-267	-0-018	0.0%	119-100
High	120-012	119-267	-0-065	-0.2%	120-012
Low	119-285	119-197	-0-088	-0.2%	119-040
Close	120-000	119-212	-0-108	-0.3%	120-000
Range	0-047	0-070	0-023	48.9%	0-292
ATR	0-118	0-118	0-000	0.3%	0-000
Volume	1,176	2,870	1,694	144.0%	15,183

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-115	120-074	119-250
R3	120-045	120-004	119-231
R2	119-295	119-295	119-225
R1	119-254	119-254	119-218	119-240
PP	119-225	119-225	119-225	119-218
S1	119-184	119-184	119-206	119-170
S2	119-155	119-155	119-199
S3	119-085	119-114	119-193
S4	119-015	119-044	119-174

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-147	122-045	120-161
R3	121-175	121-073	120-080
R2	120-203	120-203	120-054
R1	120-101	120-101	120-027	120-152
PP	119-231	119-231	119-231	119-256
S1	119-129	119-129	119-293	119-180
S2	118-259	118-259	119-266
S3	117-287	118-157	119-240
S4	116-315	117-185	119-159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-012	119-040	0-292	0.8%	0-091	0.2%	59%	False	False	2,715
10	120-012	118-287	1-045	1.0%	0-088	0.2%	67%	False	False	4,483
20	120-085	118-257	1-148	1.2%	0-101	0.3%	59%	False	False	252,308
40	120-230	118-257	1-293	1.6%	0-119	0.3%	45%	False	False	485,816
60	120-292	118-257	2-035	1.8%	0-112	0.3%	41%	False	False	489,737
80	120-292	118-092	2-200	2.2%	0-117	0.3%	52%	False	False	531,147
100	120-292	118-092	2-200	2.2%	0-121	0.3%	52%	False	False	456,714
120	120-292	118-020	2-272	2.4%	0-109	0.3%	56%	False	False	380,643

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-244
2.618	120-130
1.618	120-060
1.000	120-017
0.618	119-310
HIGH	119-267
0.618	119-240
0.500	119-232
0.382	119-224
LOW	119-197
0.618	119-154
1.000	119-127
1.618	119-084
2.618	119-014
4.250	118-220

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	119-232	119-264
PP	119-225	119-247
S1	119-219	119-230

Download as Excel Spreadsheet

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

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