ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	119-010	118-210	-0-120	-0.3%	119-052
High	119-020	118-300	-0-040	-0.1%	119-235
Low	118-185	118-142	-0-043	-0.1%	119-002
Close	118-210	118-285	0-075	0.2%	119-232
Range	0-155	0-158	0-003	1.9%	0-233
ATR	0-111	0-114	0-003	3.0%	0-000
Volume	882,744	886,807	4,063	0.5%	4,267,891

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-076	120-019	119-052
R3	119-238	119-181	119-008
R2	119-080	119-080	118-314
R1	119-023	119-023	118-299	119-052
PP	118-242	118-242	118-242	118-257
S1	118-185	118-185	118-271	118-214
S2	118-084	118-084	118-256
S3	117-246	118-027	118-242
S4	117-088	117-189	118-198

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	118-142	1-093	1.1%	0-137	0.4%	35%	False	True	786,884
10	119-235	118-142	1-093	1.1%	0-122	0.3%	35%	False	True	778,049
20	119-235	118-142	1-093	1.1%	0-127	0.3%	35%	False	True	392,732
40	120-080	118-142	1-258	1.5%	0-084	0.2%	25%	False	True	196,658

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-012
2.618	120-074
1.618	119-236
1.000	119-138
0.618	119-078
HIGH	118-300
0.618	118-240
0.500	118-221
0.382	118-202
LOW	118-142
0.618	118-044
1.000	117-304
1.618	117-206
2.618	117-048
4.250	116-110

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	118-264	118-286
PP	118-242	118-286
S1	118-221	118-285

Download as Excel Spreadsheet

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

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