ECBOT 5 Year T-Note Future December 2015

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

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	119-090	118-270	-0-140	-0.4%	118-300
High	119-090	118-270	-0-140	-0.4%	119-090
Low	119-090	118-270	-0-140	-0.4%	118-290
Close	119-090	118-270	-0-140	-0.4%	119-090
Range
ATR	0-067	0-072	0-005	7.9%	0-000
Volume	209	209	0	0.0%	836

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-270	118-270	118-270
R3	118-270	118-270	118-270
R2	118-270	118-270	118-270
R1	118-270	118-270	118-270	118-270
PP	118-270	118-270	118-270	118-270
S1	118-270	118-270	118-270	118-270
S2	118-270	118-270	118-270
S3	118-270	118-270	118-270
S4	118-270	118-270	118-270

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-090	120-050	119-156
R3	119-290	119-250	119-123
R2	119-170	119-170	119-112
R1	119-130	119-130	119-101	119-150
PP	119-050	119-050	119-050	119-060
S1	119-010	119-010	119-079	119-030
S2	118-250	118-250	119-068
S3	118-130	118-210	119-057
S4	118-010	118-090	119-024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-090	118-270	0-140	0.4%	0-000	0.0%	0%	False	True	209
10	119-090	118-180	0-230	0.6%	0-000	0.0%	39%	False	False	209
20	119-090	118-140	0-270	0.7%	0-000	0.0%	48%	False	False	209

Crabel Price Patterns
NR	False
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	0-000

Fibonacci Retracements and Extensions
4.250	118-270
2.618	118-270
1.618	118-270
1.000	118-270
0.618	118-270
HIGH	118-270
0.618	118-270
0.500	118-270
0.382	118-270
LOW	118-270
0.618	118-270
1.000	118-270
1.618	118-270
2.618	118-270
4.250	118-270

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	118-270	119-020
PP	118-270	118-317
S1	118-270	118-293

Download as Excel Spreadsheet

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

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