ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 15-Jun-2015

Day Change Summary
	Previous	Current
	12-Jun-2015	15-Jun-2015	Change	Change %	Previous Week
Open	118-167	118-180	0-013	0.0%	118-127
High	118-230	118-290	0-060	0.2%	118-232
Low	118-122	118-175	0-053	0.1%	118-037
Close	118-165	118-220	0-055	0.1%	118-165
Range	0-108	0-115	0-007	6.5%	0-195
ATR	0-121	0-122	0-000	0.2%	0-000
Volume	674,264	526,825	-147,439	-21.9%	3,141,051

Daily Pivots for day following 15-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-253	119-192	118-283
R3	119-138	119-077	118-252
R2	119-023	119-023	118-241
R1	118-282	118-282	118-231	118-312
PP	118-228	118-228	118-228	118-244
S1	118-167	118-167	118-209	118-198
S2	118-113	118-113	118-199
S3	117-318	118-052	118-188
S4	117-203	117-257	118-157

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-090	120-002	118-272
R3	119-215	119-127	118-219
R2	119-020	119-020	118-201
R1	118-252	118-252	118-183	118-296
PP	118-145	118-145	118-145	118-166
S1	118-057	118-057	118-147	118-101
S2	117-270	117-270	118-129
S3	117-075	117-182	118-111
S4	116-200	116-307	118-058

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%	0-113	0.3%	72%	True	False	637,265
10	119-110	118-037	1-073	1.0%	0-136	0.4%	47%	False	False	716,548
20	119-235	118-037	1-198	1.4%	0-127	0.3%	35%	False	False	624,007
40	120-050	118-037	2-013	1.7%	0-103	0.3%	28%	False	False	313,130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-139
2.618	119-271
1.618	119-156
1.000	119-085
0.618	119-041
HIGH	118-290
0.618	118-246
0.500	118-232
0.382	118-219
LOW	118-175
0.618	118-104
1.000	118-060
1.618	117-309
2.618	117-194
4.250	117-006

Fisher Pivots for day following 15-Jun-2015
Pivot	1 day	3 day
R1	118-232	118-201
PP	118-228	118-182
S1	118-224	118-164

Download as Excel Spreadsheet

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

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