ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	125-195	125-315	0-120	0.3%	125-020
High	125-315	126-070	0-075	0.2%	125-230
Low	125-185	125-060	-0-125	-0.3%	124-145
Close	125-290	126-055	0-085	0.2%	125-100
Range	0-130	1-010	0-200	153.8%	1-085
ATR	0-226	0-233	0-007	3.3%	0-000
Volume	917,900	1,223,332	305,432	33.3%	6,254,818

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-305	128-190	126-236
R3	127-295	127-180	126-146
R2	126-285	126-285	126-116
R1	126-170	126-170	126-085	126-228
PP	125-275	125-275	125-275	125-304
S1	125-160	125-160	126-025	125-218
S2	124-265	124-265	125-314
S3	123-255	124-150	125-284
S4	122-245	123-140	125-194

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	126-070	124-145	1-245	1.4%	0-229	0.6%	97%	True	False	1,203,739
10	126-070	124-145	1-245	1.4%	0-245	0.6%	97%	True	False	1,292,022
20	127-230	124-145	3-085	2.6%	0-226	0.6%	53%	False	False	1,220,897
40	129-050	124-145	4-225	3.7%	0-228	0.6%	37%	False	False	617,444

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-057
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	130-192
2.618	128-294
1.618	127-284
1.000	127-080
0.618	126-274
HIGH	126-070
0.618	125-264
0.500	125-225
0.382	125-186
LOW	125-060
0.618	124-176
1.000	124-050
1.618	123-166
2.618	122-156
4.250	120-258

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	126-005	126-005
PP	125-275	125-275
S1	125-225	125-225

Download as Excel Spreadsheet

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

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