ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	118-175	118-238	0-062	0.2%	117-165
High	118-175	118-238	0-062	0.2%	118-162
Low	118-175	118-238	0-062	0.2%	117-165
Close	118-175	118-238	0-062	0.2%	118-162
Range
ATR	0-060	0-061	0-000	0.2%	0-000
Volume

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-238	118-238	118-238
R3	118-238	118-238	118-238
R2	118-238	118-238	118-238
R1	118-238	118-238	118-238	118-238
PP	118-238	118-238	118-238	118-238
S1	118-238	118-238	118-238	118-238
S2	118-238	118-238	118-238
S3	118-238	118-238	118-238
S4	118-238	118-238	118-238

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-049	120-263	119-017
R3	120-052	119-266	118-250
R2	119-054	119-054	118-221
R1	118-268	118-268	118-192	119-001
PP	118-057	118-057	118-057	118-083
S1	117-271	117-271	118-133	118-004
S2	117-059	117-059	118-104
S3	116-062	116-273	118-075
S4	115-064	115-276	117-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-238	118-018	0-220	0.6%	0-000	0.0%	100%	True	False
10	118-238	117-067	1-170	1.3%	0-000	0.0%	100%	True	False
20	118-238	117-067	1-170	1.3%	0-000	0.0%	100%	True	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	118-238
2.618	118-238
1.618	118-238
1.000	118-238
0.618	118-238
HIGH	118-238
0.618	118-238
0.500	118-238
0.382	118-238
LOW	118-238
0.618	118-238
1.000	118-238
1.618	118-238
2.618	118-238
4.250	118-238

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	118-238	118-225
PP	118-238	118-213
S1	118-238	118-200

Download as Excel Spreadsheet

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

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