ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	125-020	125-105	0-085	0.2%	127-155
High	125-145	125-190	0-045	0.1%	127-215
Low	124-315	124-255	-0-060	-0.2%	124-220
Close	125-110	125-035	-0-075	-0.2%	125-035
Range	0-150	0-255	0-105	70.0%	2-315
ATR	0-235	0-236	0-001	0.6%	0-000
Volume	891,268	1,150,298	259,030	29.1%	7,929,980

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-178	127-042	125-175
R3	126-243	126-107	125-105
R2	125-308	125-308	125-082
R1	125-172	125-172	125-058	125-112
PP	125-053	125-053	125-053	125-024
S1	124-237	124-237	125-012	124-178
S2	124-118	124-118	124-308
S3	123-183	123-302	124-285
S4	122-248	123-047	124-215

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	126-130	124-220	1-230	1.4%	0-298	0.7%	25%	False	False	1,457,084
10	127-230	124-220	3-010	2.4%	0-238	0.6%	14%	False	False	1,507,018
20	127-230	124-220	3-010	2.4%	0-244	0.6%	14%	False	False	857,125
40	129-170	124-220	4-270	3.9%	0-211	0.5%	9%	False	False	432,047

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-314
2.618	127-218
1.618	126-283
1.000	126-125
0.618	126-028
HIGH	125-190
0.618	125-093
0.500	125-062
0.382	125-032
LOW	124-255
0.618	124-097
1.000	124-000
1.618	123-162
2.618	122-227
4.250	121-131

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	125-062	125-100
PP	125-053	125-078
S1	125-044	125-057

Download as Excel Spreadsheet

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

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