ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 19-Jun-2015

Day Change Summary
	Previous	Current
	18-Jun-2015	19-Jun-2015	Change	Change %	Previous Week
Open	119-025	119-025	0-000	0.0%	118-180
High	119-110	119-140	0-030	0.1%	119-140
Low	118-270	119-025	0-075	0.2%	118-127
Close	119-005	119-117	0-112	0.3%	119-117
Range	0-160	0-115	-0-045	-28.1%	1-013
ATR	0-130	0-130	0-000	0.3%	0-000
Volume	905,747	544,639	-361,108	-39.9%	3,360,330

Daily Pivots for day following 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-119	120-073	119-180
R3	120-004	119-278	119-149
R2	119-209	119-209	119-138
R1	119-163	119-163	119-128	119-186
PP	119-094	119-094	119-094	119-106
S1	119-048	119-048	119-106	119-071
S2	118-299	118-299	119-096
S3	118-184	118-253	119-085
S4	118-069	118-138	119-054

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-060	121-262	119-300
R3	121-047	120-249	119-209
R2	120-034	120-034	119-178
R1	119-236	119-236	119-148	119-295
PP	119-021	119-021	119-021	119-051
S1	118-223	118-223	119-086	118-282
S2	118-008	118-008	119-056
S3	116-315	117-210	119-025
S4	115-302	116-197	118-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	118-127	1-013	0.9%	0-143	0.4%	93%	True	False	672,066
10	119-140	118-037	1-103	1.1%	0-127	0.3%	95%	True	False	650,138
20	119-235	118-037	1-198	1.4%	0-132	0.3%	77%	False	False	757,998
40	120-040	118-037	2-003	1.7%	0-116	0.3%	62%	False	False	383,963

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-309
2.618	120-121
1.618	120-006
1.000	119-255
0.618	119-211
HIGH	119-140
0.618	119-096
0.500	119-082
0.382	119-069
LOW	119-025
0.618	118-274
1.000	118-230
1.618	118-159
2.618	118-044
4.250	117-176

Fisher Pivots for day following 19-Jun-2015
Pivot	1 day	3 day
R1	119-106	119-069
PP	119-094	119-021
S1	119-082	118-294

Download as Excel Spreadsheet

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

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