ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	127-010	126-090	-0-240	-0.6%	127-170
High	127-030	126-260	-0-090	-0.2%	128-105
Low	126-040	125-250	-0-110	-0.3%	127-105
Close	126-080	126-225	0-145	0.4%	128-100
Range	0-310	1-010	0-020	6.5%	1-000
ATR	0-222	0-230	0-008	3.5%	0-000
Volume	95,403	66,131	-29,272	-30.7%	7,473,924

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-168	129-047	127-086
R3	128-158	128-037	126-316
R2	127-148	127-148	126-286
R1	127-027	127-027	126-255	127-088
PP	126-138	126-138	126-138	126-169
S1	126-017	126-017	126-195	126-078
S2	125-128	125-128	126-164
S3	124-118	125-007	126-134
S4	123-108	123-317	126-044

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	125-250	2-175	2.0%	0-253	0.6%	36%	False	True	172,715
10	128-105	125-250	2-175	2.0%	0-211	0.5%	36%	False	True	1,056,253
20	128-105	125-250	2-175	2.0%	0-247	0.6%	36%	False	True	1,310,219
40	129-310	125-250	4-060	3.3%	0-217	0.5%	22%	False	True	1,218,745
60	130-010	125-250	4-080	3.4%	0-210	0.5%	22%	False	True	1,147,818
80	130-010	125-250	4-080	3.4%	0-218	0.5%	22%	False	True	1,033,637
100	130-200	125-250	4-270	3.8%	0-227	0.6%	19%	False	True	827,867

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	0-045
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	131-062
2.618	129-164
1.618	128-154
1.000	127-270
0.618	127-144
HIGH	126-260
0.618	126-134
0.500	126-095
0.382	126-056
LOW	125-250
0.618	125-046
1.000	124-240
1.618	124-036
2.618	123-026
4.250	121-128

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	126-182	126-235
PP	126-138	126-232
S1	126-095	126-228

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

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