ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 25-Apr-2016

Day Change Summary
	Previous	Current
	22-Apr-2016	25-Apr-2016	Change	Change %	Previous Week
Open	120-038	120-067	0-030	0.1%	120-260
High	120-055	120-067	0-012	0.0%	120-262
Low	120-030	120-018	-0-013	0.0%	120-030
Close	120-040	120-018	-0-022	-0.1%	120-040
Range	0-025	0-050	0-025	100.0%	0-232
ATR	0-062	0-061	-0-001	-1.4%	0-000
Volume	6,259	4,658	-1,601	-25.6%	25,272

Daily Pivots for day following 25-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-184	120-151	120-045
R3	120-134	120-101	120-031
R2	120-084	120-084	120-027
R1	120-051	120-051	120-022	120-042
PP	120-034	120-034	120-034	120-030
S1	120-001	120-001	120-013	119-313
S2	119-304	119-304	120-008
S3	119-254	119-271	120-004
S4	119-204	119-221	119-310

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-168	122-017	120-168
R3	121-256	121-104	120-104
R2	121-023	121-023	120-083
R1	120-192	120-192	120-061	120-151
PP	120-111	120-111	120-111	120-091
S1	119-279	119-279	120-019	119-239
S2	119-198	119-198	119-317
S3	118-286	119-047	119-296
S4	118-053	118-134	119-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-227	120-018	0-210	0.5%	0-049	0.1%	0%	False	True	5,767
10	120-293	120-018	0-275	0.7%	0-034	0.1%	0%	False	True	4,477
20	121-078	120-018	1-060	1.0%	0-022	0.1%	0%	False	True	2,932
40	121-078	119-035	2-042	1.8%	0-011	0.0%	44%	False	False	1,466
60	121-082	119-035	2-047	1.8%	0-007	0.0%	44%	False	False	977
80	121-082	117-070	4-012	3.4%	0-005	0.0%	70%	False	False	733
100	121-082	117-067	4-015	3.4%	0-004	0.0%	70%	False	False	586

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-280
2.618	120-198
1.618	120-148
1.000	120-117
0.618	120-098
HIGH	120-067
0.618	120-048
0.500	120-042
0.382	120-037
LOW	120-018
0.618	119-307
1.000	119-288
1.618	119-257
2.618	119-207
4.250	119-125

Fisher Pivots for day following 25-Apr-2016
Pivot	1 day	3 day
R1	120-042	120-048
PP	120-034	120-038
S1	120-026	120-028

Download as Excel Spreadsheet

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

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