ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 18-Jun-2015

Day Change Summary
	Previous	Current
	17-Jun-2015	18-Jun-2015	Change	Change %	Previous Week
Open	125-315	126-025	0-030	0.1%	125-020
High	126-070	126-180	0-110	0.3%	125-230
Low	125-060	125-185	0-125	0.3%	124-145
Close	126-055	125-275	-0-100	-0.2%	125-100
Range	1-010	0-315	-0-015	-4.5%	1-085
ATR	0-233	0-239	0-006	2.5%	0-000
Volume	1,223,332	1,599,281	375,949	30.7%	6,254,818

Daily Pivots for day following 18-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-305	128-125	126-128
R3	127-310	127-130	126-042
R2	126-315	126-315	126-013
R1	126-135	126-135	125-304	126-068
PP	126-000	126-000	126-000	125-286
S1	125-140	125-140	125-246	125-072
S2	125-005	125-005	125-217
S3	124-010	124-145	125-188
S4	123-015	123-150	125-102

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	126-180	125-035	1-145	1.2%	0-232	0.6%	52%	True	False	1,224,600
10	126-180	124-145	2-035	1.7%	0-242	0.6%	67%	True	False	1,267,180
20	127-230	124-145	3-085	2.6%	0-233	0.6%	43%	False	False	1,296,773
40	129-050	124-145	4-225	3.7%	0-231	0.6%	30%	False	False	657,404

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	0-056
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-239
2.618	129-045
1.618	128-050
1.000	127-175
0.618	127-055
HIGH	126-180
0.618	126-060
0.500	126-022
0.382	125-305
LOW	125-185
0.618	124-310
1.000	124-190
1.618	123-315
2.618	123-000
4.250	121-126

Fisher Pivots for day following 18-Jun-2015
Pivot	1 day	3 day
R1	126-022	125-280
PP	126-000	125-278
S1	125-298	125-277

Download as Excel Spreadsheet

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

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