ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	118-210	118-282	0-072	0.2%	119-210
High	118-300	118-290	-0-010	0.0%	119-232
Low	118-142	118-040	-0-102	-0.3%	118-040
Close	118-285	118-127	-0-158	-0.4%	118-127
Range	0-158	0-250	0-092	58.2%	1-192
ATR	0-114	0-124	0-010	8.5%	0-000
Volume	886,807	992,832	106,025	12.0%	4,181,477

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-262	120-125	118-264
R3	120-012	119-195	118-196
R2	119-082	119-082	118-173
R1	118-265	118-265	118-150	118-208
PP	118-152	118-152	118-152	118-124
S1	118-015	118-015	118-104	117-278
S2	117-222	117-222	118-081
S3	116-292	117-085	118-058
S4	116-042	116-155	117-310

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-176	122-183	119-089
R3	121-304	120-311	118-268
R2	120-112	120-112	118-221
R1	119-119	119-119	118-174	119-020
PP	118-240	118-240	118-240	118-190
S1	117-247	117-247	118-080	117-148
S2	117-048	117-048	118-033
S3	115-176	116-055	117-306
S4	113-304	114-183	117-165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-232	118-040	1-192	1.4%	0-168	0.4%	17%	False	True	836,295
10	119-235	118-040	1-195	1.4%	0-138	0.4%	17%	False	True	865,858
20	119-235	118-040	1-195	1.4%	0-136	0.4%	17%	False	True	442,242
40	120-080	118-040	2-040	1.8%	0-090	0.2%	13%	False	True	221,479

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	0-023
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	122-072
2.618	120-304
1.618	120-054
1.000	119-220
0.618	119-124
HIGH	118-290
0.618	118-194
0.500	118-165
0.382	118-136
LOW	118-040
0.618	117-206
1.000	117-110
1.618	116-276
2.618	116-026
4.250	114-258

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	118-165	118-190
PP	118-152	118-169
S1	118-140	118-148

Download as Excel Spreadsheet

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

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