ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	118-315	118-282	-0-033	-0.1%	119-095
High	119-002	118-302	-0-020	-0.1%	119-102
Low	118-227	118-185	-0-042	-0.1%	118-185
Close	118-292	118-207	-0-085	-0.2%	118-207
Range	0-095	0-117	0-022	23.2%	0-237
ATR	0-124	0-123	0-000	-0.4%	0-000
Volume	574,788	483,458	-91,330	-15.9%	2,610,387

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-262	119-192	118-271
R3	119-145	119-075	118-239
R2	119-028	119-028	118-228
R1	118-278	118-278	118-218	118-254
PP	118-231	118-231	118-231	118-220
S1	118-161	118-161	118-196	118-138
S2	118-114	118-114	118-186
S3	117-317	118-044	118-175
S4	117-200	117-247	118-143

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-022	120-192	119-017
R3	120-105	119-275	118-272
R2	119-188	119-188	118-250
R1	119-038	119-038	118-229	118-314
PP	118-271	118-271	118-271	118-250
S1	118-121	118-121	118-185	118-078
S2	118-034	118-034	118-164
S3	117-117	117-204	118-142
S4	116-200	116-287	118-077

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-102	118-185	0-237	0.6%	0-103	0.3%	9%	False	True	522,077
10	119-140	118-127	1-013	0.9%	0-123	0.3%	24%	False	False	597,071
20	119-232	118-037	1-195	1.4%	0-131	0.3%	33%	False	False	664,662
40	119-235	118-037	1-198	1.4%	0-120	0.3%	33%	False	False	449,135

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-159
2.618	119-288
1.618	119-171
1.000	119-099
0.618	119-054
HIGH	118-302
0.618	118-257
0.500	118-244
0.382	118-230
LOW	118-185
0.618	118-113
1.000	118-068
1.618	117-316
2.618	117-199
4.250	117-008

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	118-244	118-255
PP	118-231	118-239
S1	118-219	118-223

Download as Excel Spreadsheet

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

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