ECBOT 5 Year T-Note Future September 2016

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

Day Change Summary
	Previous	Current
	05-May-2016	06-May-2016	Change	Change %	Previous Week
Open	120-242	120-305	0-062	0.2%	120-190
High	120-313	121-073	0-080	0.2%	121-073
Low	120-213	120-260	0-047	0.1%	120-105
Close	120-300	120-262	-0-038	-0.1%	120-262
Range	0-100	0-133	0-033	32.5%	0-288
ATR	0-075	0-079	0-004	5.5%	0-000
Volume	22,479	44,181	21,702	96.5%	88,726

Daily Pivots for day following 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-063	121-295	121-015
R3	121-250	121-163	120-299
R2	121-118	121-118	120-287
R1	121-030	121-030	120-275	121-008
PP	120-305	120-305	120-305	120-294
S1	120-217	120-217	120-250	120-195
S2	120-172	120-172	120-238
S3	120-040	120-085	120-226
S4	119-227	119-272	120-190

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-156	123-017	121-101
R3	122-188	122-049	121-022
R2	121-221	121-221	120-315
R1	121-082	121-082	120-289	121-151
PP	120-253	120-253	120-253	120-288
S1	120-114	120-114	120-236	120-184
S2	119-286	119-286	120-210
S3	118-318	119-147	120-183
S4	118-031	118-179	120-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-073	120-105	0-288	0.7%	0-093	0.2%	55%	True	False	17,745
10	121-073	119-287	1-105	1.1%	0-080	0.2%	69%	True	False	11,955
20	121-073	119-287	1-105	1.1%	0-056	0.1%	69%	True	False	7,996
40	121-078	119-035	2-042	1.8%	0-030	0.1%	80%	False	False	4,338
60	121-082	119-035	2-047	1.8%	0-020	0.1%	80%	False	False	2,892
80	121-082	118-278	2-125	2.0%	0-015	0.0%	82%	False	False	2,169
100	121-082	117-067	4-015	3.3%	0-012	0.0%	89%	False	False	1,735

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	0-015
Widest range in 110 trading days

Fibonacci Retracements and Extensions
4.250	122-316
2.618	122-099
1.618	121-287
1.000	121-205
0.618	121-154
HIGH	121-073
0.618	121-022
0.500	121-006
0.382	120-311
LOW	120-260
0.618	120-178
1.000	120-127
1.618	120-046
2.618	119-233
4.250	119-017

Fisher Pivots for day following 06-May-2016
Pivot	1 day	3 day
R1	121-006	120-294
PP	120-305	120-283
S1	120-284	120-273

Download as Excel Spreadsheet

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

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