ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	119-025	119-095	0-070	0.2%	118-180
High	119-140	119-102	-0-038	-0.1%	119-140
Low	119-025	118-295	-0-050	-0.1%	118-127
Close	119-117	119-002	-0-115	-0.3%	119-117
Range	0-115	0-127	0-012	10.4%	1-013
ATR	0-130	0-131	0-001	0.6%	0-000
Volume	544,639	478,577	-66,062	-12.1%	3,360,330

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-087	120-012	119-072
R3	119-280	119-205	119-037
R2	119-153	119-153	119-025
R1	119-078	119-078	119-014	119-052
PP	119-026	119-026	119-026	119-014
S1	118-271	118-271	118-310	118-245
S2	118-219	118-219	118-299
S3	118-092	118-144	118-287
S4	117-285	118-017	118-252

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%	0-146	0.4%	59%	False	False	662,416
10	119-140	118-037	1-103	1.1%	0-130	0.3%	67%	False	False	649,841
20	119-235	118-037	1-198	1.4%	0-130	0.3%	55%	False	False	771,466
40	120-040	118-037	2-003	1.7%	0-119	0.3%	44%	False	False	395,923

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-002
2.618	120-114
1.618	119-307
1.000	119-229
0.618	119-180
HIGH	119-102
0.618	119-053
0.500	119-038
0.382	119-024
LOW	118-295
0.618	118-217
1.000	118-168
1.618	118-090
2.618	117-283
4.250	117-075

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	119-038	119-045
PP	119-026	119-031
S1	119-014	119-016

Download as Excel Spreadsheet

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

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