ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 08-Feb-2016

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	120-300	120-318	0-018	0.0%	120-130
High	121-005	121-122	0-118	0.3%	121-027
Low	120-202	120-318	0-115	0.3%	120-045
Close	120-262	121-122	0-180	0.5%	120-262
Range	0-122	0-125	0-002	2.0%	0-302
ATR	0-088	0-094	0-007	7.5%	0-000
Volume	23,597	22,311	-1,286	-5.4%	69,149

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-136	122-094	121-191
R3	122-011	121-289	121-157
R2	121-206	121-206	121-145
R1	121-164	121-164	121-134	121-185
PP	121-081	121-081	121-081	121-091
S1	121-039	121-039	121-111	121-060
S2	120-276	120-276	121-100
S3	120-151	120-234	121-088
S4	120-026	120-109	121-054

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-166	123-037	121-109
R3	122-183	122-054	121-026
R2	121-201	121-201	120-318
R1	121-072	121-072	120-290	121-136
PP	120-218	120-218	120-218	120-251
S1	120-089	120-089	120-235	120-154
S2	119-236	119-236	120-207
S3	118-253	119-107	120-179
S4	117-271	118-124	120-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-122	120-080	1-042	0.9%	0-125	0.3%	100%	True	False	16,601
10	121-122	119-230	1-212	1.4%	0-094	0.2%	100%	True	False	10,824
20	121-122	118-313	2-130	2.0%	0-071	0.2%	100%	True	False	6,765

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	0-012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-014
2.618	122-130
1.618	122-005
1.000	121-247
0.618	121-200
HIGH	121-122
0.618	121-075
0.500	121-060
0.382	121-045
LOW	120-318
0.618	120-240
1.000	120-193
1.618	120-115
2.618	119-310
4.250	119-106

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	121-102	121-082
PP	121-081	121-042
S1	121-060	121-002

Download as Excel Spreadsheet

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

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