ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	124-280	124-210	-0-070	-0.2%	124-300
High	124-280	124-220	-0-060	-0.2%	125-290
Low	124-280	124-210	-0-070	-0.2%	124-300
Close	124-280	124-210	-0-070	-0.2%	125-290
Range	0-000	0-010	0-010		0-310
ATR	0-151	0-145	-0-006	-3.8%	0-000
Volume	32	32	0	0.0%	6

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-243	124-237	124-216
R3	124-233	124-227	124-213
R2	124-223	124-223	124-212
R1	124-217	124-217	124-211	124-215
PP	124-213	124-213	124-213	124-212
S1	124-207	124-207	124-209	124-205
S2	124-203	124-203	124-208
S3	124-193	124-197	124-207
S4	124-183	124-187	124-204

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-157	128-053	126-140
R3	127-167	127-063	126-055
R2	126-177	126-177	126-027
R1	126-073	126-073	125-318	126-125
PP	125-187	125-187	125-187	125-212
S1	125-083	125-083	125-262	125-135
S2	124-197	124-197	125-233
S3	123-207	124-093	125-205
S4	122-217	123-103	125-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-290	124-190	1-100	1.1%	0-004	0.0%	5%	False	False	14
10	125-290	124-190	1-100	1.1%	0-002	0.0%	5%	False	False	7
20	127-050	123-310	3-060	2.6%	0-022	0.1%	22%	False	False	4
40	127-110	123-310	3-120	2.7%	0-014	0.0%	20%	False	False	3

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

Fibonacci Retracements and Extensions
4.250	124-262
2.618	124-246
1.618	124-236
1.000	124-230
0.618	124-226
HIGH	124-220
0.618	124-216
0.500	124-215
0.382	124-214
LOW	124-210
0.618	124-204
1.000	124-200
1.618	124-194
2.618	124-184
4.250	124-168

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	124-215	124-235
PP	124-213	124-227
S1	124-212	124-218

Download as Excel Spreadsheet

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

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