ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 06-Apr-2016

Day Change Summary
	Previous	Current
	05-Apr-2016	06-Apr-2016	Change	Change %	Previous Week
Open	120-315	120-315	0-000	0.0%	119-293
High	120-318	121-002	0-005	0.0%	120-233
Low	120-315	120-270	-0-045	-0.1%	119-293
Close	120-318	120-300	-0-018	0.0%	120-190
Range	0-002	0-052	0-050	2,002.6%	0-260
ATR	0-067	0-066	-0-001	-1.5%	0-000
Volume	4,822	5,442	620	12.9%	0

Daily Pivots for day following 06-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-135	121-110	121-009
R3	121-082	121-057	120-314
R2	121-030	121-030	120-310
R1	121-005	121-005	120-305	120-311
PP	120-298	120-298	120-298	120-291
S1	120-273	120-273	120-295	120-259
S2	120-245	120-245	120-290
S3	120-193	120-220	120-286
S4	120-140	120-168	120-271

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-272	122-171	121-013
R3	122-012	121-231	120-262
R2	121-072	121-072	120-238
R1	120-291	120-291	120-214	121-021
PP	120-132	120-132	120-132	120-157
S1	120-031	120-031	120-166	120-081
S2	119-192	119-192	120-142
S3	118-252	119-091	120-119
S4	117-312	118-151	120-047

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-002	120-190	0-132	0.3%	0-011	0.0%	83%	True	False	2,081
10	121-002	119-250	1-072	1.0%	0-005	0.0%	94%	True	False	1,040
20	121-002	119-035	1-287	1.6%	0-003	0.0%	96%	True	False	520
40	121-082	119-035	2-047	1.8%	0-001	0.0%	85%	False	False	260
60	121-082	118-175	2-227	2.2%	0-001	0.0%	88%	False	False	173
80	121-082	117-067	4-015	3.3%	0-001	0.0%	92%	False	False	130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 88 trading days

Fibonacci Retracements and Extensions
4.250	121-226
2.618	121-140
1.618	121-087
1.000	121-055
0.618	121-035
HIGH	121-002
0.618	120-302
0.500	120-296
0.382	120-290
LOW	120-270
0.618	120-238
1.000	120-218
1.618	120-185
2.618	120-133
4.250	120-047

Fisher Pivots for day following 06-Apr-2016
Pivot	1 day	3 day
R1	120-299	120-294
PP	120-298	120-288
S1	120-296	120-282

Download as Excel Spreadsheet

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

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