ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	125-090	125-150	0-060	0.1%	125-050
High	125-090	125-160	0-070	0.2%	125-050
Low	125-090	125-060	-0-030	-0.1%	124-000
Close	125-090	125-100	0-010	0.0%	124-020
Range	0-000	0-100	0-100		1-050
ATR	0-167	0-162	-0-005	-2.9%	0-000
Volume	10	7	-3	-30.0%	78

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	126-087	126-033	125-155
R3	125-307	125-253	125-128
R2	125-207	125-207	125-118
R1	125-153	125-153	125-109	125-130
PP	125-107	125-107	125-107	125-095
S1	125-053	125-053	125-091	125-030
S2	125-007	125-007	125-082
S3	124-227	124-273	125-072
S4	124-127	124-173	125-045

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	125-160	124-000	1-160	1.2%	0-026	0.1%	88%	True	False	18
10	125-290	124-000	1-290	1.5%	0-014	0.0%	69%	False	False	9
20	125-290	123-310	1-300	1.5%	0-028	0.1%	69%	False	False	5
40	127-050	123-310	3-060	2.5%	0-018	0.0%	42%	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	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-002
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	126-265
2.618	126-102
1.618	126-002
1.000	125-260
0.618	125-222
HIGH	125-160
0.618	125-122
0.500	125-110
0.382	125-098
LOW	125-060
0.618	124-318
1.000	124-280
1.618	124-218
2.618	124-118
4.250	123-275

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	125-110	125-040
PP	125-107	124-300
S1	125-103	124-240

Download as Excel Spreadsheet

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

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