ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	124-000	124-000	0-000	0.0%	126-120
High	124-220	124-150	-0-070	-0.2%	126-120
Low	124-000	124-000	0-000	0.0%	124-150
Close	124-220	124-150	-0-070	-0.2%	124-150
Range	0-220	0-150	-0-070	-31.8%	1-290
ATR	0-154	0-158	0-005	3.1%	0-000
Volume	2	2	0	0.0%	10

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	125-230	125-180	124-232
R3	125-080	125-030	124-191
R2	124-250	124-250	124-178
R1	124-200	124-200	124-164	124-225
PP	124-100	124-100	124-100	124-112
S1	124-050	124-050	124-136	124-075
S2	123-270	123-270	124-122
S3	123-120	123-220	124-109
S4	122-290	123-070	124-068

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	125-090	124-000	1-090	1.0%	0-074	0.2%	37%	False	True	2
10	127-050	124-000	3-050	2.5%	0-050	0.1%	15%	False	True	2
20	127-050	124-000	3-050	2.5%	0-025	0.1%	15%	False	True	1
40	128-290	124-000	4-290	3.9%	0-012	0.0%	10%	False	True	1

Crabel Price Patterns
NR	True
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-148
2.618	125-223
1.618	125-073
1.000	124-300
0.618	124-243
HIGH	124-150
0.618	124-093
0.500	124-075
0.382	124-057
LOW	124-000
0.618	123-227
1.000	123-170
1.618	123-077
2.618	122-247
4.250	122-002

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	124-125	124-137
PP	124-100	124-123
S1	124-075	124-110

Download as Excel Spreadsheet

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

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