ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	125-235	125-145	-0-090	-0.2%	125-145
High	125-255	125-250	-0-005	0.0%	126-205
Low	125-090	125-105	0-015	0.0%	125-060
Close	125-145	125-235	0-090	0.2%	126-185
Range	0-165	0-145	-0-020	-12.1%	1-145
ATR	0-238	0-232	-0-007	-2.8%	0-000
Volume	1,203,581	1,151,466	-52,115	-4.3%	5,771,179

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	126-312	126-258	125-315
R3	126-167	126-113	125-275
R2	126-022	126-022	125-262
R1	125-288	125-288	125-248	125-315
PP	125-197	125-197	125-197	125-210
S1	125-143	125-143	125-222	125-170
S2	125-052	125-052	125-208
S3	124-227	124-318	125-195
S4	124-082	124-173	125-155

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-158	129-317	127-121
R3	129-013	128-172	126-313
R2	127-188	127-188	126-270
R1	127-027	127-027	126-228	127-108
PP	126-043	126-043	126-043	126-084
S1	125-202	125-202	126-142	125-282
S2	124-218	124-218	126-100
S3	123-073	124-057	126-057
S4	121-248	122-232	125-249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-205	125-090	1-115	1.1%	0-220	0.5%	33%	False	False	1,195,686
10	126-205	124-145	2-060	1.7%	0-224	0.6%	59%	False	False	1,199,712
20	127-230	124-145	3-085	2.6%	0-232	0.6%	39%	False	False	1,320,007
40	128-120	124-145	3-295	3.1%	0-238	0.6%	33%	False	False	766,454
60	129-190	124-145	5-045	4.1%	0-197	0.5%	25%	False	False	511,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	127-226
2.618	126-310
1.618	126-165
1.000	126-075
0.618	126-020
HIGH	125-250
0.618	125-195
0.500	125-178
0.382	125-160
LOW	125-105
0.618	125-015
1.000	124-280
1.618	124-190
2.618	124-045
4.250	123-129

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	125-216	125-282
PP	125-197	125-267
S1	125-178	125-251

Download as Excel Spreadsheet

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

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