ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	124-000	124-280	0-280	0.7%	126-120
High	124-000	124-280	0-280	0.7%	126-120
Low	123-310	124-230	0-240	0.6%	124-150
Close	124-000	124-230	0-230	0.6%	124-150
Range	0-010	0-050	0-040	400.0%	1-290
ATR	0-158	0-167	0-009	5.5%	0-000
Volume	1	5	4	400.0%	10

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	125-077	125-043	124-258
R3	125-027	124-313	124-244
R2	124-297	124-297	124-239
R1	124-263	124-263	124-235	124-255
PP	124-247	124-247	124-247	124-242
S1	124-213	124-213	124-225	124-205
S2	124-197	124-197	124-221
S3	124-147	124-163	124-216
S4	124-097	124-113	124-202

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	124-280	123-310	0-290	0.7%	0-086	0.2%	83%	True	False	2
10	127-050	123-310	3-060	2.6%	0-043	0.1%	24%	False	False	2
20	127-050	123-310	3-060	2.6%	0-028	0.1%	24%	False	False	1
40	128-290	123-310	4-300	4.0%	0-014	0.0%	15%	False	False	1

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	0-000
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-172
2.618	125-091
1.618	125-041
1.000	125-010
0.618	124-311
HIGH	124-280
0.618	124-261
0.500	124-255
0.382	124-249
LOW	124-230
0.618	124-199
1.000	124-180
1.618	124-149
2.618	124-099
4.250	124-018

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	124-255	124-198
PP	124-247	124-167
S1	124-238	124-135

Download as Excel Spreadsheet

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

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