ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	126-135	126-230	0-095	0.2%	125-280
High	126-225	126-300	0-075	0.2%	126-150
Low	126-115	126-035	-0-080	-0.2%	125-100
Close	126-205	126-290	0-085	0.2%	126-030
Range	0-110	0-265	0-155	140.9%	1-050
ATR	0-214	0-218	0-004	1.7%	0-000
Volume	15,513	15,092	-421	-2.7%	103,518

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-043	128-272	127-116
R3	128-098	128-007	127-043
R2	127-153	127-153	127-019
R1	127-062	127-062	126-314	127-108
PP	126-208	126-208	126-208	126-231
S1	126-117	126-117	126-266	126-162
S2	125-263	125-263	126-241
S3	124-318	125-172	126-217
S4	124-053	124-227	126-144

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	126-300	125-100	1-200	1.3%	0-186	0.5%	98%	True	False	17,609
10	126-300	125-100	1-200	1.3%	0-213	0.5%	98%	True	False	24,768
20	128-105	125-100	3-005	2.4%	0-205	0.5%	53%	False	False	600,797
40	129-185	125-100	4-085	3.4%	0-226	0.6%	37%	False	False	1,013,761
60	130-010	125-100	4-230	3.7%	0-208	0.5%	34%	False	False	988,596
80	130-010	125-100	4-230	3.7%	0-212	0.5%	34%	False	False	1,030,325
100	130-200	125-100	5-100	4.2%	0-222	0.5%	30%	False	False	829,576
120	130-200	125-050	5-150	4.3%	0-214	0.5%	32%	False	False	691,506

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-052
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130-146
2.618	129-034
1.618	128-089
1.000	127-245
0.618	127-144
HIGH	126-300
0.618	126-199
0.500	126-168
0.382	126-136
LOW	126-035
0.618	125-191
1.000	125-090
1.618	124-246
2.618	123-301
4.250	122-189

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	126-249	126-249
PP	126-208	126-208
S1	126-168	126-168

Download as Excel Spreadsheet

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

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