ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	127-220	127-010	-0-210	-0.5%	127-170
High	127-220	127-030	-0-190	-0.5%	128-105
Low	126-290	126-040	-0-250	-0.6%	127-105
Close	127-000	126-080	-0-240	-0.6%	128-100
Range	0-250	0-310	0-060	24.0%	1-000
ATR	0-216	0-222	0-007	3.1%	0-000
Volume	146,453	95,403	-51,050	-34.9%	7,473,924

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-127	128-253	126-250
R3	128-137	127-263	126-165
R2	127-147	127-147	126-137
R1	126-273	126-273	126-108	126-215
PP	126-157	126-157	126-157	126-128
S1	125-283	125-283	126-052	125-225
S2	125-167	125-167	126-023
S3	124-177	124-293	125-315
S4	123-187	123-303	125-230

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-317	130-208	128-276
R3	129-317	129-208	128-188
R2	128-317	128-317	128-159
R1	128-208	128-208	128-129	128-262
PP	127-317	127-317	127-317	128-024
S1	127-208	127-208	128-071	127-262
S2	126-317	126-317	128-041
S3	125-317	126-208	128-012
S4	124-317	125-208	127-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-105	126-040	2-065	1.7%	0-206	0.5%	6%	False	True	533,175
10	128-105	126-040	2-065	1.7%	0-196	0.5%	6%	False	True	1,176,825
20	128-105	126-040	2-065	1.7%	0-240	0.6%	6%	False	True	1,387,616
40	129-310	126-040	3-270	3.0%	0-212	0.5%	3%	False	True	1,239,598
60	130-010	126-040	3-290	3.1%	0-208	0.5%	3%	False	True	1,169,188
80	130-010	125-295	4-035	3.3%	0-216	0.5%	8%	False	False	1,032,964
100	130-200	125-295	4-225	3.7%	0-225	0.6%	7%	False	False	827,234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	131-068
2.618	129-202
1.618	128-212
1.000	128-020
0.618	127-222
HIGH	127-030
0.618	126-232
0.500	126-195
0.382	126-158
LOW	126-040
0.618	125-168
1.000	125-050
1.618	124-178
2.618	123-188
4.250	122-002

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	126-195	127-068
PP	126-157	126-285
S1	126-118	126-182

Download as Excel Spreadsheet

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

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