ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	119-078	119-062	-0-015	0.0%	118-175
High	119-078	119-062	-0-015	0.0%	119-078
Low	119-078	119-062	-0-015	0.0%	118-175
Close	119-078	119-062	-0-015	0.0%	119-078
Range
ATR	0-060	0-056	-0-003	-5.3%	0-000
Volume

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-062	119-062	119-062
R3	119-062	119-062	119-062
R2	119-062	119-062	119-062
R1	119-062	119-062	119-062	119-062
PP	119-062	119-062	119-062	119-062
S1	119-062	119-062	119-062	119-062
S2	119-062	119-062	119-062
S3	119-062	119-062	119-062
S4	119-062	119-062	119-062

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-031	120-277	119-200
R3	120-128	120-054	119-139
R2	119-226	119-226	119-118
R1	119-152	119-152	119-098	119-189
PP	119-003	119-003	119-003	119-022
S1	118-249	118-249	119-057	118-286
S2	118-101	118-101	119-037
S3	117-198	118-027	119-016
S4	116-296	117-124	118-275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-078	118-238	0-160	0.4%	0-000	0.0%	91%	False	False
10	119-078	117-210	1-187	1.3%	0-000	0.0%	97%	False	False
20	119-078	117-067	2-010	1.7%	0-000	0.0%	98%	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	119-062
2.618	119-062
1.618	119-062
1.000	119-062
0.618	119-062
HIGH	119-062
0.618	119-062
0.500	119-062
0.382	119-062
LOW	119-062
0.618	119-062
1.000	119-062
1.618	119-062
2.618	119-062
4.250	119-062

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	119-062	119-047
PP	119-062	119-033
S1	119-062	119-018

Download as Excel Spreadsheet

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

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