ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 20-Apr-2016

Day Change Summary
	Previous	Current
	19-Apr-2016	20-Apr-2016	Change	Change %	Previous Week
Open	120-227	120-198	-0-030	-0.1%	121-073
High	120-227	120-222	-0-005	0.0%	121-073
Low	120-218	120-093	-0-125	-0.3%	120-205
Close	120-218	120-093	-0-125	-0.3%	120-293
Range	0-010	0-130	0-120	1,201.9%	0-188
ATR	0-060	0-065	0-005	8.3%	0-000
Volume	8,805	3,529	-5,276	-59.9%	15,106

Daily Pivots for day following 20-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-206	121-119	120-164
R3	121-076	120-309	120-128
R2	120-266	120-266	120-116
R1	120-179	120-179	120-104	120-158
PP	120-136	120-136	120-136	120-125
S1	120-049	120-049	120-081	120-028
S2	120-006	120-006	120-069
S3	119-196	119-239	120-057
S4	119-066	119-109	120-021

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-219	122-123	121-076
R3	122-032	121-256	121-024
R2	121-164	121-164	121-007
R1	121-068	121-068	120-310	121-023
PP	120-297	120-297	120-297	120-274
S1	120-201	120-201	120-275	120-155
S2	120-109	120-109	120-258
S3	119-242	120-013	120-241
S4	119-054	119-146	120-189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-293	120-093	0-200	0.5%	0-039	0.1%	0%	False	True	5,150
10	121-078	120-093	0-305	0.8%	0-027	0.1%	0%	False	True	3,173
20	121-078	119-250	1-147	1.2%	0-016	0.0%	35%	False	False	2,107
40	121-078	119-035	2-042	1.8%	0-008	0.0%	55%	False	False	1,053
60	121-082	119-035	2-047	1.8%	0-005	0.0%	55%	False	False	702
80	121-082	117-067	4-015	3.4%	0-004	0.0%	76%	False	False	526

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-003
Widest range in 98 trading days

Fibonacci Retracements and Extensions
4.250	122-135
2.618	121-243
1.618	121-113
1.000	121-032
0.618	120-303
HIGH	120-222
0.618	120-173
0.500	120-158
0.382	120-142
LOW	120-093
0.618	120-012
1.000	119-283
1.618	119-202
2.618	119-072
4.250	118-180

Fisher Pivots for day following 20-Apr-2016
Pivot	1 day	3 day
R1	120-158	120-178
PP	120-136	120-149
S1	120-114	120-121

Download as Excel Spreadsheet

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

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