ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	125-280	126-035	0-075	0.2%	128-045
High	126-080	126-105	0-025	0.1%	128-095
Low	125-265	125-195	-0-070	-0.2%	125-170
Close	126-045	125-290	-0-075	-0.2%	125-300
Range	0-135	0-230	0-095	70.4%	2-245
ATR	0-233	0-233	0-000	-0.1%	0-000
Volume	25,038	12,206	-12,832	-51.3%	511,517

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-033	127-232	126-096
R3	127-123	127-002	126-033
R2	126-213	126-213	126-012
R1	126-092	126-092	125-311	126-038
PP	125-303	125-303	125-303	125-276
S1	125-182	125-182	125-269	125-128
S2	125-073	125-073	125-248
S3	124-163	124-272	125-227
S4	123-253	124-042	125-164

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	134-283	133-057	127-147
R3	132-038	130-132	126-223
R2	129-113	129-113	126-142
R1	127-207	127-207	126-061	127-038
PP	126-188	126-188	126-188	126-104
S1	124-282	124-282	125-219	124-112
S2	123-263	123-263	125-138
S3	121-018	122-037	125-057
S4	118-093	119-112	124-133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-030	125-170	1-180	1.2%	0-275	0.7%	24%	False	False	47,232
10	128-105	125-170	2-255	2.2%	0-222	0.5%	13%	False	False	554,434
20	128-105	125-170	2-255	2.2%	0-232	0.6%	13%	False	False	1,069,181
40	129-310	125-170	4-140	3.5%	0-222	0.6%	8%	False	False	1,155,439
60	130-010	125-170	4-160	3.6%	0-212	0.5%	8%	False	False	1,084,109
80	130-010	125-170	4-160	3.6%	0-220	0.5%	8%	False	False	1,034,056
100	130-200	125-170	5-030	4.0%	0-228	0.6%	7%	False	False	828,603

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-122
2.618	128-067
1.618	127-157
1.000	127-015
0.618	126-247
HIGH	126-105
0.618	126-017
0.500	125-310
0.382	125-283
LOW	125-195
0.618	125-053
1.000	124-285
1.618	124-143
2.618	123-233
4.250	122-178

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	125-310	126-035
PP	125-303	126-013
S1	125-297	125-312

Download as Excel Spreadsheet

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

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