ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 26-Jun-2015

Day Change Summary
	Previous	Current
	25-Jun-2015	26-Jun-2015	Change	Change %	Previous Week
Open	124-210	124-010	-0-200	-0.5%	125-050
High	124-220	124-020	-0-200	-0.5%	125-050
Low	124-210	124-000	-0-210	-0.5%	124-000
Close	124-210	124-020	-0-190	-0.5%	124-020
Range	0-010	0-020	0-010	100.0%	1-050
ATR	0-145	0-149	0-005	3.2%	0-000
Volume	32	10	-22	-68.8%	78

Daily Pivots for day following 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-073	124-067	124-031
R3	124-053	124-047	124-026
R2	124-033	124-033	124-024
R1	124-027	124-027	124-022	124-030
PP	124-013	124-013	124-013	124-015
S1	124-007	124-007	124-018	124-010
S2	123-313	123-313	124-016
S3	123-293	123-307	124-014
S4	123-273	123-287	124-009

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-280	127-040	124-224
R3	126-230	125-310	124-122
R2	125-180	125-180	124-088
R1	124-260	124-260	124-054	124-195
PP	124-130	124-130	124-130	124-098
S1	123-210	123-210	123-306	123-145
S2	123-080	123-080	123-272
S3	122-030	122-160	123-238
S4	120-300	121-110	123-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-050	124-000	1-050	0.9%	0-006	0.0%	5%	False	True	15
10	125-290	124-000	1-290	1.5%	0-004	0.0%	3%	False	True	8
20	126-120	123-310	2-130	1.9%	0-024	0.1%	4%	False	False	5
40	127-050	123-310	3-060	2.6%	0-015	0.0%	3%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	124-105
2.618	124-072
1.618	124-052
1.000	124-040
0.618	124-032
HIGH	124-020
0.618	124-012
0.500	124-010
0.382	124-008
LOW	124-000
0.618	123-308
1.000	123-300
1.618	123-288
2.618	123-268
4.250	123-235

Fisher Pivots for day following 26-Jun-2015
Pivot	1 day	3 day
R1	124-017	124-140
PP	124-013	124-100
S1	124-010	124-060

Download as Excel Spreadsheet

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

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