ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	118-070	118-112	0-042	0.1%	118-150
High	118-130	118-220	0-090	0.2%	118-192
Low	118-050	118-085	0-035	0.1%	118-017
Close	118-102	118-150	0-048	0.1%	118-102
Range	0-080	0-135	0-055	68.8%	0-175
ATR	0-097	0-100	0-003	2.8%	0-000
Volume	297,460	534,057	236,597	79.5%	1,278,343

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-237	119-168	118-224
R3	119-102	119-033	118-187
R2	118-287	118-287	118-175
R1	118-218	118-218	118-162	118-252
PP	118-152	118-152	118-152	118-169
S1	118-083	118-083	118-138	118-118
S2	118-017	118-017	118-125
S3	117-202	117-268	118-113
S4	117-067	117-133	118-076

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-309	119-220	118-198
R3	119-134	119-045	118-150
R2	118-279	118-279	118-134
R1	118-190	118-190	118-118	118-147
PP	118-104	118-104	118-104	118-082
S1	118-015	118-015	118-086	117-292
S2	117-249	117-249	118-070
S3	117-074	117-160	118-054
S4	116-219	116-305	118-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-220	118-017	0-203	0.5%	0-096	0.3%	66%	True	False	362,480
10	118-260	118-017	0-243	0.6%	0-083	0.2%	55%	False	False	329,324
20	119-110	118-017	1-093	1.1%	0-105	0.3%	32%	False	False	489,860
40	119-110	117-302	1-128	1.2%	0-101	0.3%	37%	False	False	414,160
60	120-227	117-302	2-245	2.3%	0-094	0.2%	19%	False	False	276,646
80	120-245	117-302	2-262	2.4%	0-075	0.2%	19%	False	False	207,485
100	120-245	117-302	2-262	2.4%	0-060	0.2%	19%	False	False	165,988
120	120-245	117-302	2-262	2.4%	0-050	0.1%	19%	False	False	138,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-154
2.618	119-253
1.618	119-118
1.000	119-035
0.618	118-303
HIGH	118-220
0.618	118-168
0.500	118-152
0.382	118-137
LOW	118-085
0.618	118-002
1.000	117-270
1.618	117-187
2.618	117-052
4.250	116-151

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	118-152	118-140
PP	118-152	118-129
S1	118-151	118-118

Download as Excel Spreadsheet

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

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