ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 02-Jun-2015

Day Change Summary
	Previous	Current
	01-Jun-2015	02-Jun-2015	Change	Change %	Previous Week
Open	119-210	119-105	-0-105	-0.3%	119-052
High	119-232	119-110	-0-122	-0.3%	119-235
Low	119-080	118-305	-0-095	-0.2%	119-002
Close	119-087	119-007	-0-080	-0.2%	119-232
Range	0-152	0-125	-0-027	-17.8%	0-233
ATR	0-106	0-107	0-001	1.3%	0-000
Volume	683,871	735,223	51,352	7.5%	4,267,891

Daily Pivots for day following 02-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-089	120-013	119-076
R3	119-284	119-208	119-041
R2	119-159	119-159	119-030
R1	119-083	119-083	119-018	119-058
PP	119-034	119-034	119-034	119-022
S1	118-278	118-278	118-316	118-254
S2	118-229	118-229	118-304
S3	118-104	118-153	118-293
S4	117-299	118-028	118-258

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	118-305	0-250	0.7%	0-104	0.3%	9%	False	True	903,109
10	119-235	118-280	0-275	0.7%	0-120	0.3%	17%	False	False	603,667
20	119-235	118-180	1-055	1.0%	0-118	0.3%	39%	False	False	304,443
40	120-080	118-180	1-220	1.4%	0-076	0.2%	27%	False	False	152,419

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-001
2.618	120-117
1.618	119-312
1.000	119-235
0.618	119-187
HIGH	119-110
0.618	119-062
0.500	119-048
0.382	119-033
LOW	118-305
0.618	118-228
1.000	118-180
1.618	118-103
2.618	117-298
4.250	117-094

Fisher Pivots for day following 02-Jun-2015
Pivot	1 day	3 day
R1	119-048	119-110
PP	119-034	119-076
S1	119-020	119-041

Download as Excel Spreadsheet

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

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