ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 16-Jun-2015

Day Change Summary
	Previous	Current
	15-Jun-2015	16-Jun-2015	Change	Change %	Previous Week
Open	125-145	125-195	0-050	0.1%	125-020
High	125-310	125-315	0-005	0.0%	125-230
Low	125-120	125-185	0-065	0.2%	124-145
Close	125-190	125-290	0-100	0.2%	125-100
Range	0-190	0-130	-0-060	-31.6%	1-085
ATR	0-233	0-226	-0-007	-3.2%	0-000
Volume	1,073,621	917,900	-155,721	-14.5%	6,254,818

Daily Pivots for day following 16-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-013	126-282	126-042
R3	126-203	126-152	126-006
R2	126-073	126-073	125-314
R1	126-022	126-022	125-302	126-048
PP	125-263	125-263	125-263	125-276
S1	125-212	125-212	125-278	125-238
S2	125-133	125-133	125-266
S3	125-003	125-082	125-254
S4	124-193	124-272	125-218

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	125-315	124-145	1-170	1.2%	0-194	0.5%	95%	True	False	1,240,954
10	126-130	124-145	1-305	1.6%	0-246	0.6%	74%	False	False	1,349,019
20	127-230	124-145	3-085	2.6%	0-226	0.6%	44%	False	False	1,161,419
40	129-100	124-145	4-275	3.9%	0-223	0.6%	30%	False	False	586,880

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-052
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	127-228
2.618	127-015
1.618	126-205
1.000	126-125
0.618	126-075
HIGH	125-315
0.618	125-265
0.500	125-250
0.382	125-235
LOW	125-185
0.618	125-105
1.000	125-055
1.618	124-295
2.618	124-165
4.250	123-272

Fisher Pivots for day following 16-Jun-2015
Pivot	1 day	3 day
R1	125-277	125-252
PP	125-263	125-213
S1	125-250	125-175

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

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