ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 24-Jun-2015

Day Change Summary
	Previous	Current
	23-Jun-2015	24-Jun-2015	Change	Change %	Previous Week
Open	118-060	118-115	0-055	0.1%	118-080
High	118-060	118-115	0-055	0.1%	118-238
Low	118-060	118-115	0-055	0.1%	118-080
Close	118-060	118-115	0-055	0.1%	118-238
Range
ATR	0-073	0-071	-0-001	-1.7%	0-000
Volume

Daily Pivots for day following 24-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-115	118-115	118-115
R3	118-115	118-115	118-115
R2	118-115	118-115	118-115
R1	118-115	118-115	118-115	118-115
PP	118-115	118-115	118-115	118-115
S1	118-115	118-115	118-115	118-115
S2	118-115	118-115	118-115
S3	118-115	118-115	118-115
S4	118-115	118-115	118-115

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-018	119-285	119-004
R3	119-180	119-128	118-281
R2	119-023	119-023	118-266
R1	118-290	118-290	118-252	118-316
PP	118-185	118-185	118-185	118-198
S1	118-133	118-133	118-223	118-159
S2	118-027	118-027	118-209
S3	117-190	117-295	118-194
S4	117-032	117-137	118-151

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-238	118-060	0-178	0.5%	0-000	0.0%	31%	False	False
10	118-238	118-025	0-213	0.6%	0-000	0.0%	42%	False	False

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	118-115
2.618	118-115
1.618	118-115
1.000	118-115
0.618	118-115
HIGH	118-115
0.618	118-115
0.500	118-115
0.382	118-115
LOW	118-115
0.618	118-115
1.000	118-115
1.618	118-115
2.618	118-115
4.250	118-115

Fisher Pivots for day following 24-Jun-2015
Pivot	1 day	3 day
R1	118-115	118-107
PP	118-115	118-099
S1	118-115	118-091

Download as Excel Spreadsheet

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

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