ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	126-105	125-165	-0-260	-0.6%	126-255
High	126-130	126-020	-0-110	-0.3%	127-230
Low	125-110	124-315	-0-115	-0.3%	126-210
Close	125-155	125-300	0-145	0.4%	127-220
Range	1-020	1-025	0-005	1.5%	1-020
ATR	0-220	0-229	0-009	4.0%	0-000
Volume	1,793,298	1,847,702	54,404	3.0%	6,513,758

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-287	128-158	126-170
R3	127-262	127-133	126-075
R2	126-237	126-237	126-043
R1	126-108	126-108	126-012	126-172
PP	125-212	125-212	125-212	125-244
S1	125-083	125-083	125-268	125-148
S2	124-187	124-187	125-237
S3	123-162	124-058	125-205
S4	122-137	123-033	125-110

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	124-315	2-235	2.2%	0-269	0.7%	35%	False	True	1,533,393
10	127-230	124-315	2-235	2.2%	0-224	0.6%	35%	False	True	1,326,365
20	127-230	124-315	2-235	2.2%	0-254	0.6%	35%	False	True	676,916
40	129-170	124-315	4-175	3.6%	0-198	0.5%	21%	False	True	340,975

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	130-206
2.618	128-283
1.618	127-258
1.000	127-045
0.618	126-233
HIGH	126-020
0.618	125-208
0.500	125-168
0.382	125-127
LOW	124-315
0.618	124-102
1.000	123-290
1.618	123-077
2.618	122-052
4.250	120-129

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	125-256	126-002
PP	125-212	125-315
S1	125-168	125-308

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

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