ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	119-097	119-052	-0-045	-0.1%	119-095
High	119-120	119-060	-0-060	-0.2%	119-102
Low	119-017	118-252	-0-085	-0.2%	118-185
Close	119-082	118-277	-0-125	-0.3%	118-207
Range	0-103	0-128	0-025	24.3%	0-237
ATR	0-134	0-135	0-001	0.9%	0-000
Volume	812,453	603,431	-209,022	-25.7%	2,610,387

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-047	119-290	119-027
R3	119-239	119-162	118-312
R2	119-111	119-111	118-300
R1	119-034	119-034	118-289	119-008
PP	118-303	118-303	118-303	118-290
S1	118-226	118-226	118-265	118-200
S2	118-175	118-175	118-254
S3	118-047	118-098	118-242
S4	117-239	117-290	118-207

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	119-190	118-185	1-005	0.9%	0-130	0.3%	28%	False	False	671,338
10	119-190	118-185	1-005	0.9%	0-123	0.3%	28%	False	False	635,921
20	119-190	118-037	1-153	1.2%	0-132	0.3%	51%	False	False	664,492
40	119-235	118-037	1-198	1.4%	0-127	0.3%	46%	False	False	506,466
60	120-080	118-037	2-043	1.8%	0-097	0.3%	35%	False	False	337,823

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	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-284
2.618	120-075
1.618	119-267
1.000	119-188
0.618	119-139
HIGH	119-060
0.618	119-011
0.500	118-316
0.382	118-301
LOW	118-252
0.618	118-173
1.000	118-124
1.618	118-045
2.618	117-237
4.250	117-028

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	118-316	119-061
PP	118-303	119-026
S1	118-290	118-312

Download as Excel Spreadsheet

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

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