ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	118-120	118-085	-0-035	-0.1%	119-210
High	118-127	118-177	0-050	0.1%	119-232
Low	118-060	118-037	-0-023	-0.1%	118-040
Close	118-080	118-175	0-095	0.3%	118-127
Range	0-067	0-140	0-073	109.0%	1-192
ATR	0-121	0-122	0-001	1.1%	0-000
Volume	609,270	741,621	132,351	21.7%	4,181,477

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-230	119-182	118-252
R3	119-090	119-042	118-214
R2	118-270	118-270	118-201
R1	118-222	118-222	118-188	118-246
PP	118-130	118-130	118-130	118-142
S1	118-082	118-082	118-162	118-106
S2	117-310	117-310	118-149
S3	117-170	117-262	118-136
S4	117-030	117-122	118-098

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	118-290	118-037	0-253	0.7%	0-139	0.4%	55%	False	True	691,923
10	119-235	118-037	1-198	1.4%	0-138	0.4%	27%	False	True	739,403
20	119-235	118-037	1-198	1.4%	0-126	0.3%	27%	False	True	564,803
40	120-080	118-037	2-043	1.8%	0-101	0.3%	20%	False	True	283,128

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-132
2.618	119-224
1.618	119-084
1.000	118-317
0.618	118-264
HIGH	118-177
0.618	118-124
0.500	118-107
0.382	118-090
LOW	118-037
0.618	117-270
1.000	117-217
1.618	117-130
2.618	116-310
4.250	116-082

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	118-152	118-162
PP	118-130	118-148
S1	118-107	118-134

Download as Excel Spreadsheet

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

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