ECBOT 5 Year T-Note Future March 2016

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	118-215	118-202	-0-013	0.0%	118-122
High	118-215	118-202	-0-013	0.0%	118-122
Low	118-215	118-202	-0-013	0.0%	118-007
Close	118-215	118-202	-0-013	0.0%	118-007
Range
ATR	0-079	0-074	-0-005	-6.0%	0-000
Volume

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-202	118-202	118-202
R3	118-202	118-202	118-202
R2	118-202	118-202	118-202
R1	118-202	118-202	118-202	118-202
PP	118-202	118-202	118-202	118-202
S1	118-202	118-202	118-202	118-202
S2	118-202	118-202	118-202
S3	118-202	118-202	118-202
S4	118-202	118-202	118-202

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-071	118-314	118-071
R3	118-276	118-199	118-039
R2	118-161	118-161	118-029
R1	118-084	118-084	118-018	118-065
PP	118-046	118-046	118-046	118-036
S1	117-289	117-289	117-317	117-270
S2	117-251	117-251	117-306
S3	117-136	117-174	117-296
S4	117-021	117-059	117-264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-215	118-007	0-208	0.5%	0-000	0.0%	94%	False	False
10	118-238	118-007	0-230	0.6%	0-000	0.0%	85%	False	False
20	118-238	117-260	0-298	0.8%	0-000	0.0%	88%	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	118-202
2.618	118-202
1.618	118-202
1.000	118-202
0.618	118-202
HIGH	118-202
0.618	118-202
0.500	118-202
0.382	118-202
LOW	118-202
0.618	118-202
1.000	118-202
1.618	118-202
2.618	118-202
4.250	118-202

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	118-202	118-172
PP	118-202	118-142
S1	118-202	118-111

Download as Excel Spreadsheet

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

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