ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 10-Feb-2016

Day Change Summary
	Previous	Current
	09-Feb-2016	10-Feb-2016	Change	Change %	Previous Week
Open	120-298	121-000	0-022	0.1%	119-215
High	120-298	121-000	0-022	0.1%	120-120
Low	120-298	121-000	0-022	0.1%	119-215
Close	120-298	121-000	0-022	0.1%	120-113
Range
ATR	0-061	0-058	-0-003	-4.5%	0-000
Volume

Daily Pivots for day following 10-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-000	121-000	121-000
R3	121-000	121-000	121-000
R2	121-000	121-000	121-000
R1	121-000	121-000	121-000	121-000
PP	121-000	121-000	121-000	121-000
S1	121-000	121-000	121-000	121-000
S2	121-000	121-000	121-000
S3	121-000	121-000	121-000
S4	121-000	121-000	121-000

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-077	122-000	120-236
R3	121-172	121-095	120-174
R2	120-267	120-267	120-154
R1	120-190	120-190	120-133	120-229
PP	120-043	120-043	120-043	120-062
S1	119-285	119-285	120-092	120-004
S2	119-138	119-138	120-071
S3	118-233	119-060	120-051
S4	118-008	118-155	119-309

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-000	120-113	0-207	0.5%	0-000	0.0%	100%	True	False
10	121-000	119-193	1-127	1.2%	0-000	0.0%	100%	True	False
20	121-000	118-278	2-042	1.8%	0-000	0.0%	100%	True	False
40	121-000	117-067	3-253	3.1%	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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	121-000
2.618	121-000
1.618	121-000
1.000	121-000
0.618	121-000
HIGH	121-000
0.618	121-000
0.500	121-000
0.382	121-000
LOW	121-000
0.618	121-000
1.000	121-000
1.618	121-000
2.618	121-000
4.250	121-000

Fisher Pivots for day following 10-Feb-2016
Pivot	1 day	3 day
R1	121-000	120-315
PP	121-000	120-311
S1	121-000	120-306

Download as Excel Spreadsheet

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

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