ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 29-Apr-2016

Day Change Summary
	Previous	Current
	28-Apr-2016	29-Apr-2016	Change	Change %	Previous Week
Open	120-110	120-122	0-012	0.0%	120-067
High	120-175	120-180	0-005	0.0%	120-180
Low	120-082	120-118	0-035	0.1%	119-287
Close	120-142	120-175	0-033	0.1%	120-175
Range	0-093	0-062	-0-030	-32.4%	0-213
ATR	0-067	0-066	0-000	-0.5%	0-000
Volume	9,843	1,015	-8,828	-89.7%	30,826

Daily Pivots for day following 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-025	121-002	120-209
R3	120-282	120-260	120-192
R2	120-220	120-220	120-186
R1	120-198	120-198	120-181	120-209
PP	120-158	120-158	120-158	120-163
S1	120-135	120-135	120-169	120-146
S2	120-095	120-095	120-164
S3	120-033	120-073	120-158
S4	119-290	120-010	120-141

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-105	122-033	120-292
R3	121-213	121-140	120-233
R2	121-000	121-000	120-214
R1	120-248	120-248	120-194	120-284
PP	120-107	120-107	120-107	120-126
S1	120-035	120-035	120-156	120-071
S2	119-215	119-215	120-136
S3	119-002	119-142	120-117
S4	118-110	118-250	120-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-180	119-287	0-213	0.6%	0-068	0.2%	98%	True	False	6,165
10	120-262	119-287	0-295	0.8%	0-054	0.1%	70%	False	False	5,609
20	121-078	119-287	1-110	1.1%	0-036	0.1%	48%	False	False	4,240
40	121-078	119-035	2-042	1.8%	0-018	0.0%	67%	False	False	2,120
60	121-082	119-035	2-047	1.8%	0-012	0.0%	67%	False	False	1,413
80	121-082	118-018	3-065	2.7%	0-009	0.0%	78%	False	False	1,060
100	121-082	117-067	4-015	3.4%	0-007	0.0%	82%	False	False	848

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	0-010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-126
2.618	121-024
1.618	120-281
1.000	120-242
0.618	120-219
HIGH	120-180
0.618	120-156
0.500	120-149
0.382	120-141
LOW	120-118
0.618	120-079
1.000	120-055
1.618	120-016
2.618	119-274
4.250	119-172

Fisher Pivots for day following 29-Apr-2016
Pivot	1 day	3 day
R1	120-166	120-149
PP	120-158	120-123
S1	120-149	120-098

Download as Excel Spreadsheet

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

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