ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	125-080	125-160	0-080	0.2%	124-000
High	125-080	125-160	0-080	0.2%	124-280
Low	125-080	125-160	0-080	0.2%	123-310
Close	125-080	125-160	0-080	0.2%	124-210
Range
ATR	0-148	0-143	-0-005	-3.3%	0-000
Volume	1	1	0	0.0%	11

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	125-160	125-160	125-160
R3	125-160	125-160	125-160
R2	125-160	125-160	125-160
R1	125-160	125-160	125-160	125-160
PP	125-160	125-160	125-160	125-160
S1	125-160	125-160	125-160	125-160
S2	125-160	125-160	125-160
S3	125-160	125-160	125-160
S4	125-160	125-160	125-160

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	125-160	124-210	0-270	0.7%	0-010	0.0%	100%	True	False	1
10	125-160	123-310	1-170	1.2%	0-043	0.1%	100%	True	False	1
20	127-050	123-310	3-060	2.5%	0-028	0.1%	48%	False	False	1
40	128-150	123-310	4-160	3.6%	0-014	0.0%	34%	False	False	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	125-160
2.618	125-160
1.618	125-160
1.000	125-160
0.618	125-160
HIGH	125-160
0.618	125-160
0.500	125-160
0.382	125-160
LOW	125-160
0.618	125-160
1.000	125-160
1.618	125-160
2.618	125-160
4.250	125-160

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	125-160	125-130
PP	125-160	125-100
S1	125-160	125-070

Download as Excel Spreadsheet

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

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