ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	124-280	124-210	-0-070	-0.2%	124-000
High	124-280	124-210	-0-070	-0.2%	124-280
Low	124-230	124-210	-0-020	-0.1%	123-310
Close	124-230	124-210	-0-020	-0.1%	124-210
Range	0-050	0-000	-0-050	-100.0%	0-290
ATR	0-167	0-157	-0-011	-6.3%	0-000
Volume	5	1	-4	-80.0%	11

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-210	124-210	124-210
R3	124-210	124-210	124-210
R2	124-210	124-210	124-210
R1	124-210	124-210	124-210	124-210
PP	124-210	124-210	124-210	124-210
S1	124-210	124-210	124-210	124-210
S2	124-210	124-210	124-210
S3	124-210	124-210	124-210
S4	124-210	124-210	124-210

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-070	126-270	125-050
R3	126-100	125-300	124-290
R2	125-130	125-130	124-263
R1	125-010	125-010	124-237	125-070
PP	124-160	124-160	124-160	124-190
S1	124-040	124-040	124-183	124-100
S2	123-190	123-190	124-157
S3	122-220	123-070	124-130
S4	121-250	122-100	124-050

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%	76%	False	False	2
10	126-120	123-310	2-130	1.9%	0-043	0.1%	29%	False	False	2
20	127-050	123-310	3-060	2.6%	0-028	0.1%	22%	False	False	1
40	128-290	123-310	4-300	4.0%	0-014	0.0%	14%	False	False	1

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-210
2.618	124-210
1.618	124-210
1.000	124-210
0.618	124-210
HIGH	124-210
0.618	124-210
0.500	124-210
0.382	124-210
LOW	124-210
0.618	124-210
1.000	124-210
1.618	124-210
2.618	124-210
4.250	124-210

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	124-210	124-185
PP	124-210	124-160
S1	124-210	124-135

Download as Excel Spreadsheet

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

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