ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 18-Jun-2015

Day Change Summary
	Previous	Current
	17-Jun-2015	18-Jun-2015	Change	Change %	Previous Week
Open	126-230	127-060	0-150	0.4%	125-280
High	126-300	127-070	0-090	0.2%	126-150
Low	126-035	126-150	0-115	0.3%	125-100
Close	126-290	126-205	-0-085	-0.2%	126-030
Range	0-265	0-240	-0-025	-9.4%	1-050
ATR	0-218	0-220	0-002	0.7%	0-000
Volume	15,092	8,719	-6,373	-42.2%	103,518

Daily Pivots for day following 18-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-008	128-187	127-017
R3	128-088	127-267	126-271
R2	127-168	127-168	126-249
R1	127-027	127-027	126-227	126-298
PP	126-248	126-248	126-248	126-224
S1	126-107	126-107	126-183	126-058
S2	126-008	126-008	126-161
S3	125-088	125-187	126-139
S4	124-168	124-267	126-073

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	127-070	125-290	1-100	1.0%	0-180	0.4%	56%	True	False	16,241
10	127-070	125-100	1-290	1.5%	0-204	0.5%	70%	True	False	19,027
20	128-105	125-100	3-005	2.4%	0-208	0.5%	44%	False	False	537,640
40	129-185	125-100	4-085	3.4%	0-225	0.6%	31%	False	False	984,589
60	130-010	125-100	4-230	3.7%	0-209	0.5%	28%	False	False	972,475
80	130-010	125-100	4-230	3.7%	0-210	0.5%	28%	False	False	1,022,342
100	130-200	125-100	5-100	4.2%	0-223	0.5%	25%	False	False	829,640
120	130-200	125-070	5-130	4.3%	0-216	0.5%	26%	False	False	691,579

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	True
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-130
2.618	129-058
1.618	128-138
1.000	127-310
0.618	127-218
HIGH	127-070
0.618	126-298
0.500	126-270
0.382	126-242
LOW	126-150
0.618	126-002
1.000	125-230
1.618	125-082
2.618	124-162
4.250	123-090

Fisher Pivots for day following 18-Jun-2015
Pivot	1 day	3 day
R1	126-270	126-212
PP	126-248	126-210
S1	126-227	126-208

Download as Excel Spreadsheet

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

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