ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	125-165	125-295	0-130	0.3%	127-155
High	126-020	125-300	-0-040	-0.1%	127-215
Low	124-315	124-220	-0-095	-0.2%	124-220
Close	125-300	125-035	-0-265	-0.7%	125-035
Range	1-025	1-080	0-055	15.9%	2-315
ATR	0-229	0-242	0-012	5.3%	0-000
Volume	1,847,702	1,602,854	-244,848	-13.3%	7,929,980

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-318	128-097	125-255
R3	127-238	127-017	125-145
R2	126-158	126-158	125-108
R1	125-257	125-257	125-072	125-168
PP	125-078	125-078	125-078	125-034
S1	124-177	124-177	124-318	124-088
S2	123-318	123-318	124-282
S3	122-238	123-097	124-245
S4	121-158	122-017	124-135

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	134-248	132-297	126-240
R3	131-253	129-302	125-298
R2	128-258	128-258	125-210
R1	126-307	126-307	125-123	126-125
PP	125-263	125-263	125-263	125-172
S1	123-312	123-312	124-267	123-130
S2	122-268	122-268	124-180
S3	119-273	120-317	124-092
S4	116-278	118-002	123-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-215	124-220	2-315	2.4%	1-001	0.8%	14%	False	True	1,585,996
10	127-230	124-220	3-010	2.4%	0-245	0.6%	14%	False	True	1,477,561
20	127-230	124-220	3-010	2.4%	0-258	0.6%	14%	False	True	756,567
40	129-170	124-220	4-270	3.9%	0-204	0.5%	9%	False	True	381,032

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	0-045
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	131-080
2.618	129-067
1.618	127-307
1.000	127-060
0.618	126-227
HIGH	125-300
0.618	125-147
0.500	125-100
0.382	125-053
LOW	124-220
0.618	123-293
1.000	123-140
1.618	122-213
2.618	121-133
4.250	119-120

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	125-100	125-175
PP	125-078	125-128
S1	125-057	125-082

Download as Excel Spreadsheet

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

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