ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 15-Jun-2015

Day Change Summary
	Previous	Current
	12-Jun-2015	15-Jun-2015	Change	Change %	Previous Week
Open	126-070	126-080	0-010	0.0%	125-280
High	126-150	126-180	0-030	0.1%	126-150
Low	125-290	126-075	0-105	0.3%	125-100
Close	126-030	126-115	0-085	0.2%	126-030
Range	0-180	0-105	-0-075	-41.7%	1-050
ATR	0-228	0-222	-0-006	-2.4%	0-000
Volume	31,831	10,053	-21,778	-68.4%	103,518

Daily Pivots for day following 15-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-118	127-062	126-173
R3	127-013	126-277	126-144
R2	126-228	126-228	126-134
R1	126-172	126-172	126-125	126-200
PP	126-123	126-123	126-123	126-138
S1	126-067	126-067	126-105	126-095
S2	126-018	126-018	126-096
S3	125-233	125-282	126-086
S4	125-128	125-177	126-057

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-137	128-293	126-234
R3	128-087	127-243	126-132
R2	127-037	127-037	126-098
R1	126-193	126-193	126-064	126-275
PP	125-307	125-307	125-307	126-028
S1	125-143	125-143	125-316	125-225
S2	124-257	124-257	125-282
S3	123-207	124-093	125-248
S4	122-157	123-043	125-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-180	125-100	1-080	1.0%	0-184	0.5%	84%	True	False	17,706
10	127-220	125-100	2-120	1.9%	0-232	0.6%	44%	False	False	45,894
20	128-105	125-100	3-005	2.4%	0-215	0.5%	35%	False	False	735,842
40	129-255	125-100	4-155	3.5%	0-223	0.6%	23%	False	False	1,050,412
60	130-010	125-100	4-230	3.7%	0-206	0.5%	22%	False	False	1,013,771
80	130-010	125-100	4-230	3.7%	0-214	0.5%	22%	False	False	1,032,998
100	130-200	125-100	5-100	4.2%	0-224	0.6%	20%	False	False	829,296

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-044
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	127-306
2.618	127-135
1.618	127-030
1.000	126-285
0.618	126-245
HIGH	126-180
0.618	126-140
0.500	126-128
0.382	126-115
LOW	126-075
0.618	126-010
1.000	125-290
1.618	125-225
2.618	125-120
4.250	124-269

Fisher Pivots for day following 15-Jun-2015
Pivot	1 day	3 day
R1	126-128	126-070
PP	126-123	126-025
S1	126-119	125-300

Download as Excel Spreadsheet

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

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