ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	126-035	125-235	-0-120	-0.3%	128-045
High	126-105	125-250	-0-175	-0.4%	128-095
Low	125-195	125-115	-0-080	-0.2%	125-170
Close	125-290	125-155	-0-135	-0.3%	125-300
Range	0-230	0-135	-0-095	-41.3%	2-245
ATR	0-233	0-229	-0-004	-1.8%	0-000
Volume	12,206	18,886	6,680	54.7%	511,517

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	126-258	126-182	125-229
R3	126-123	126-047	125-192
R2	125-308	125-308	125-180
R1	125-232	125-232	125-167	125-202
PP	125-173	125-173	125-173	125-159
S1	125-097	125-097	125-143	125-068
S2	125-038	125-038	125-130
S3	124-223	124-282	125-118
S4	124-088	124-147	125-081

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	126-260	125-115	1-145	1.2%	0-240	0.6%	9%	False	True	31,928
10	128-105	125-115	2-310	2.4%	0-223	0.6%	4%	False	True	282,551
20	128-105	125-115	2-310	2.4%	0-222	0.6%	4%	False	True	965,139
40	129-310	125-115	4-195	3.7%	0-220	0.5%	3%	False	True	1,126,693
60	130-010	125-115	4-215	3.7%	0-211	0.5%	3%	False	True	1,071,790
80	130-010	125-115	4-215	3.7%	0-220	0.5%	3%	False	True	1,034,146
100	130-200	125-115	5-085	4.2%	0-225	0.6%	2%	False	True	828,777

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-184
2.618	126-283
1.618	126-148
1.000	126-065
0.618	126-013
HIGH	125-250
0.618	125-198
0.500	125-182
0.382	125-167
LOW	125-115
0.618	125-032
1.000	124-300
1.618	124-217
2.618	124-082
4.250	123-181

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	125-182	125-270
PP	125-173	125-232
S1	125-164	125-193

Download as Excel Spreadsheet

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

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