ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	124-220	125-110	0-210	0.5%	125-020
High	125-125	125-230	0-105	0.3%	125-230
Low	124-145	125-035	0-210	0.5%	124-145
Close	125-115	125-100	-0-015	0.0%	125-100
Range	0-300	0-195	-0-105	-35.0%	1-085
ATR	0-238	0-235	-0-003	-1.3%	0-000
Volume	1,494,972	1,308,870	-186,102	-12.4%	6,254,818

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-067	126-278	125-207
R3	126-192	126-083	125-154
R2	125-317	125-317	125-136
R1	125-208	125-208	125-118	125-165
PP	125-122	125-122	125-122	125-100
S1	125-013	125-013	125-082	124-290
S2	124-247	124-247	125-064
S3	124-052	124-138	125-046
S4	123-177	123-263	124-313

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-307	128-128	126-003
R3	127-222	127-043	125-211
R2	126-137	126-137	125-174
R1	125-278	125-278	125-137	126-048
PP	125-052	125-052	125-052	125-096
S1	124-193	124-193	125-063	124-282
S2	123-287	123-287	125-026
S3	122-202	123-108	124-309
S4	121-117	122-023	124-197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-230	124-145	1-085	1.0%	0-211	0.5%	68%	True	False	1,250,963
10	127-215	124-145	3-070	2.6%	0-266	0.7%	27%	False	False	1,418,479
20	127-230	124-145	3-085	2.6%	0-236	0.6%	26%	False	False	1,064,250
40	129-170	124-145	5-025	4.1%	0-219	0.5%	17%	False	False	537,182

Crabel Price Patterns
NR	True
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	0-055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-099
2.618	127-101
1.618	126-226
1.000	126-105
0.618	126-031
HIGH	125-230
0.618	125-156
0.500	125-132
0.382	125-109
LOW	125-035
0.618	124-234
1.000	124-160
1.618	124-039
2.618	123-164
4.250	122-166

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	125-132	125-076
PP	125-122	125-052
S1	125-111	125-028

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

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