ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	119-157	119-210	0-053	0.1%	119-052
High	119-235	119-232	-0-003	0.0%	119-235
Low	119-142	119-080	-0-062	-0.2%	119-002
Close	119-232	119-087	-0-145	-0.4%	119-232
Range	0-093	0-152	0-059	63.4%	0-233
ATR	0-102	0-106	0-004	3.5%	0-000
Volume	745,775	683,871	-61,904	-8.3%	4,267,891

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-269	120-170	119-171
R3	120-117	120-018	119-129
R2	119-285	119-285	119-115
R1	119-186	119-186	119-101	119-160
PP	119-133	119-133	119-133	119-120
S1	119-034	119-034	119-073	119-008
S2	118-301	118-301	119-059
S3	118-149	118-202	119-045
S4	117-317	118-050	119-003

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-215	121-137	120-040
R3	120-302	120-224	119-296
R2	120-069	120-069	119-275
R1	119-311	119-311	119-253	120-030
PP	119-156	119-156	119-156	119-176
S1	119-078	119-078	119-211	119-117
S2	118-243	118-243	119-189
S3	118-010	118-165	119-168
S4	117-097	117-252	119-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-235	119-002	0-233	0.6%	0-105	0.3%	36%	False	False	990,352
10	119-235	118-280	0-275	0.7%	0-119	0.3%	46%	False	False	531,466
20	119-235	118-180	1-055	1.0%	0-115	0.3%	61%	False	False	267,742
40	120-080	118-180	1-220	1.4%	0-073	0.2%	42%	False	False	134,039

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-238
2.618	120-310
1.618	120-158
1.000	120-064
0.618	120-006
HIGH	119-232
0.618	119-174
0.500	119-156
0.382	119-138
LOW	119-080
0.618	118-306
1.000	118-248
1.618	118-154
2.618	118-002
4.250	117-074

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	119-156	119-158
PP	119-133	119-134
S1	119-110	119-110

Download as Excel Spreadsheet

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

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