ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	127-155	127-005	-0-150	-0.4%	126-255
High	127-215	127-010	-0-205	-0.5%	127-230
Low	126-275	126-070	-0-205	-0.5%	126-210
Close	126-290	126-100	-0-190	-0.5%	127-220
Range	0-260	0-260	0-000	0.0%	1-020
ATR	0-208	0-211	0-004	1.8%	0-000
Volume	1,172,943	1,513,183	340,240	29.0%	6,513,758

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-307	128-143	126-243
R3	128-047	127-203	126-172
R2	127-107	127-107	126-148
R1	126-263	126-263	126-124	126-215
PP	126-167	126-167	126-167	126-142
S1	126-003	126-003	126-076	125-275
S2	125-227	125-227	126-052
S3	124-287	125-063	126-028
S4	124-027	124-123	125-277

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-173	130-057	128-087
R3	129-153	129-037	127-314
R2	128-133	128-133	127-282
R1	128-017	128-017	127-251	128-075
PP	127-113	127-113	127-113	127-142
S1	126-317	126-317	127-189	127-055
S2	126-093	126-093	127-158
S3	125-073	125-297	127-126
S4	124-053	124-277	127-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-230	126-070	1-160	1.2%	0-177	0.4%	6%	False	True	1,556,953
10	127-230	126-020	1-210	1.3%	0-206	0.5%	15%	False	False	973,819
20	127-230	125-130	2-100	1.8%	0-241	0.6%	39%	False	False	496,253
40	129-170	125-130	4-040	3.3%	0-183	0.5%	22%	False	False	250,019

Crabel Price Patterns
NR	False
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	0-042

Fibonacci Retracements and Extensions
4.250	130-155
2.618	129-051
1.618	128-111
1.000	127-270
0.618	127-171
HIGH	127-010
0.618	126-231
0.500	126-200
0.382	126-169
LOW	126-070
0.618	125-229
1.000	125-130
1.618	124-289
2.618	124-029
4.250	122-245

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	126-200	126-310
PP	126-167	126-240
S1	126-133	126-170

Download as Excel Spreadsheet

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

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