ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	124-295	124-220	-0-075	-0.2%	127-155
High	125-000	125-125	0-125	0.3%	127-215
Low	124-165	124-145	-0-020	-0.1%	124-220
Close	124-210	125-115	0-225	0.6%	125-035
Range	0-155	0-300	0-145	93.5%	2-315
ATR	0-233	0-238	0-005	2.0%	0-000
Volume	1,409,410	1,494,972	85,562	6.1%	7,929,980

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-282	127-178	125-280
R3	126-302	126-198	125-198
R2	126-002	126-002	125-170
R1	125-218	125-218	125-142	125-270
PP	125-022	125-022	125-022	125-048
S1	124-238	124-238	125-088	124-290
S2	124-042	124-042	125-060
S3	123-062	123-258	125-032
S4	122-082	122-278	124-270

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	125-300	124-145	1-155	1.2%	0-252	0.6%	61%	False	True	1,309,760
10	127-230	124-145	3-085	2.6%	0-260	0.6%	28%	False	True	1,421,576
20	127-230	124-145	3-085	2.6%	0-236	0.6%	28%	False	True	999,923
40	129-170	124-145	5-025	4.1%	0-216	0.5%	18%	False	True	504,522

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-049
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-120
2.618	127-270
1.618	126-290
1.000	126-105
0.618	125-310
HIGH	125-125
0.618	125-010
0.500	124-295
0.382	124-260
LOW	124-145
0.618	123-280
1.000	123-165
1.618	122-300
2.618	122-000
4.250	120-150

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	125-068	125-079
PP	125-022	125-043
S1	124-295	125-008

Download as Excel Spreadsheet

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

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