ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	118-182	118-120	-0-062	-0.2%	119-210
High	118-232	118-127	-0-105	-0.3%	119-232
Low	118-095	118-060	-0-035	-0.1%	118-040
Close	118-152	118-080	-0-072	-0.2%	118-127
Range	0-137	0-067	-0-070	-51.1%	1-192
ATR	0-123	0-121	-0-002	-1.8%	0-000
Volume	634,349	609,270	-25,079	-4.0%	4,181,477

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-290	118-252	118-117
R3	118-223	118-185	118-098
R2	118-156	118-156	118-092
R1	118-118	118-118	118-086	118-104
PP	118-089	118-089	118-089	118-082
S1	118-051	118-051	118-074	118-036
S2	118-022	118-022	118-068
S3	117-275	117-304	118-062
S4	117-208	117-237	118-043

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	118-300	118-040	0-260	0.7%	0-142	0.4%	15%	False	False	720,961
10	119-235	118-040	1-195	1.4%	0-131	0.3%	8%	False	False	754,973
20	119-235	118-040	1-195	1.4%	0-125	0.3%	8%	False	False	527,938
40	120-080	118-040	2-040	1.8%	0-098	0.3%	6%	False	False	264,608

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 24 trading days

Fibonacci Retracements and Extensions
4.250	119-092
2.618	118-302
1.618	118-235
1.000	118-194
0.618	118-168
HIGH	118-127
0.618	118-101
0.500	118-094
0.382	118-086
LOW	118-060
0.618	118-019
1.000	117-313
1.618	117-272
2.618	117-205
4.250	117-095

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	118-094	118-146
PP	118-089	118-124
S1	118-084	118-102

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

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