ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 26-Apr-2016

Day Change Summary
	Previous	Current
	25-Apr-2016	26-Apr-2016	Change	Change %	Previous Week
Open	120-067	119-318	-0-070	-0.2%	120-260
High	120-067	120-015	-0-052	-0.1%	120-262
Low	120-018	119-287	-0-050	-0.1%	120-030
Close	120-018	119-298	-0-040	-0.1%	120-040
Range	0-050	0-048	-0-002	-4.9%	0-232
ATR	0-061	0-060	-0-001	-1.3%	0-000
Volume	4,658	3,170	-1,488	-31.9%	25,272

Daily Pivots for day following 26-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-129	120-101	120-004
R3	120-082	120-053	119-311
R2	120-034	120-034	119-306
R1	120-006	120-006	119-302	119-316
PP	119-307	119-307	119-307	119-302
S1	119-278	119-278	119-293	119-269
S2	119-259	119-259	119-289
S3	119-212	119-231	119-284
S4	119-164	119-183	119-271

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	120-222	119-287	0-255	0.7%	0-056	0.1%	4%	False	True	4,640
10	120-293	119-287	1-005	0.8%	0-039	0.1%	3%	False	True	4,599
20	121-078	119-287	1-110	1.1%	0-024	0.1%	2%	False	True	3,090
40	121-078	119-035	2-042	1.8%	0-012	0.0%	38%	False	False	1,545
60	121-082	119-035	2-047	1.8%	0-008	0.0%	38%	False	False	1,030
80	121-082	117-115	3-287	3.3%	0-006	0.0%	66%	False	False	772
100	121-082	117-067	4-015	3.4%	0-005	0.0%	67%	False	False	618

Crabel Price Patterns
NR	True
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	0-006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-217
2.618	120-139
1.618	120-092
1.000	120-063
0.618	120-044
HIGH	120-015
0.618	119-317
0.500	119-311
0.382	119-306
LOW	119-287
0.618	119-258
1.000	119-240
1.618	119-211
2.618	119-163
4.250	119-086

Fisher Pivots for day following 26-Apr-2016
Pivot	1 day	3 day
R1	119-311	120-017
PP	119-307	120-004
S1	119-302	119-311

Download as Excel Spreadsheet

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

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