ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	118-127	118-182	0-055	0.1%	119-210
High	118-202	118-232	0-030	0.1%	119-232
Low	118-102	118-095	-0-007	0.0%	118-040
Close	118-192	118-152	-0-040	-0.1%	118-127
Range	0-100	0-137	0-037	37.0%	1-192
ATR	0-122	0-123	0-001	0.9%	0-000
Volume	481,547	634,349	152,802	31.7%	4,181,477

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-251	119-178	118-227
R3	119-114	119-041	118-190
R2	118-297	118-297	118-177
R1	118-224	118-224	118-165	118-192
PP	118-160	118-160	118-160	118-144
S1	118-087	118-087	118-139	118-055
S2	118-023	118-023	118-127
S3	117-206	117-270	118-114
S4	117-069	117-133	118-077

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	119-020	118-040	0-300	0.8%	0-160	0.4%	37%	False	False	775,655
10	119-235	118-040	1-195	1.4%	0-132	0.3%	22%	False	False	839,382
20	119-235	118-040	1-195	1.4%	0-129	0.3%	22%	False	False	497,690
40	120-080	118-040	2-040	1.8%	0-096	0.3%	16%	False	False	249,376

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

Fibonacci Retracements and Extensions
4.250	120-174
2.618	119-271
1.618	119-134
1.000	119-049
0.618	118-317
HIGH	118-232
0.618	118-180
0.500	118-164
0.382	118-147
LOW	118-095
0.618	118-010
1.000	117-278
1.618	117-193
2.618	117-056
4.250	116-153

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	118-164	118-165
PP	118-160	118-161
S1	118-156	118-156

Download as Excel Spreadsheet

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

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