ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	125-090	124-150	-0-260	-0.6%	126-120
High	125-090	124-150	-0-260	-0.6%	126-120
Low	125-090	124-150	-0-260	-0.6%	124-150
Close	125-090	124-150	-0-260	-0.6%	124-150
Range
ATR	0-140	0-149	0-009	6.1%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-150	124-150	124-150
R3	124-150	124-150	124-150
R2	124-150	124-150	124-150
R1	124-150	124-150	124-150	124-150
PP	124-150	124-150	124-150	124-150
S1	124-150	124-150	124-150	124-150
S2	124-150	124-150	124-150
S3	124-150	124-150	124-150
S4	124-150	124-150	124-150

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-263	129-177	125-166
R3	128-293	127-207	124-318
R2	127-003	127-003	124-262
R1	125-237	125-237	124-206	125-135
PP	125-033	125-033	125-033	124-302
S1	123-267	123-267	124-094	123-165
S2	123-063	123-063	124-038
S3	121-093	121-297	123-302
S4	119-123	120-007	123-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-120	124-150	1-290	1.5%	0-000	0.0%	0%	False	True	2
10	127-050	124-150	2-220	2.2%	0-013	0.0%	0%	False	True	1
20	127-050	124-150	2-220	2.2%	0-006	0.0%	0%	False	True	1
40	128-290	124-150	4-140	3.6%	0-003	0.0%	0%	False	True	1

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	124-150
2.618	124-150
1.618	124-150
1.000	124-150
0.618	124-150
HIGH	124-150
0.618	124-150
0.500	124-150
0.382	124-150
LOW	124-150
0.618	124-150
1.000	124-150
1.618	124-150
2.618	124-150
4.250	124-150

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	124-150	124-280
PP	124-150	124-237
S1	124-150	124-193

Download as Excel Spreadsheet

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

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