ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 10-May-2016

Day Change Summary
	Previous	Current
	09-May-2016	10-May-2016	Change	Change %	Previous Week
Open	120-258	121-000	0-062	0.2%	120-190
High	121-007	121-007	0-000	0.0%	121-073
Low	120-255	120-293	0-038	0.1%	120-105
Close	120-315	120-313	-0-002	0.0%	120-262
Range	0-072	0-035	-0-038	-51.7%	0-288
ATR	0-079	0-076	-0-003	-4.0%	0-000
Volume	17,292	18,986	1,694	9.8%	88,726

Daily Pivots for day following 10-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-096	121-079	121-012
R3	121-061	121-044	121-002
R2	121-026	121-026	120-319
R1	121-009	121-009	120-316	121-000
PP	120-311	120-311	120-311	120-306
S1	120-294	120-294	120-309	120-285
S2	120-276	120-276	120-306
S3	120-241	120-259	120-303
S4	120-206	120-224	120-293

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	120-195	0-198	0.5%	0-082	0.2%	59%	False	False	22,655
10	121-073	120-015	1-058	1.0%	0-081	0.2%	79%	False	False	14,800
20	121-073	119-287	1-105	1.1%	0-060	0.2%	81%	False	False	9,699
40	121-078	119-035	2-042	1.8%	0-032	0.1%	88%	False	False	5,245
60	121-078	119-035	2-042	1.8%	0-021	0.1%	88%	False	False	3,496
80	121-082	119-035	2-047	1.8%	0-016	0.0%	87%	False	False	2,622
100	121-082	117-067	4-015	3.3%	0-013	0.0%	93%	False	False	2,098

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-015
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	121-156
2.618	121-099
1.618	121-064
1.000	121-042
0.618	121-029
HIGH	121-007
0.618	120-314
0.500	120-310
0.382	120-306
LOW	120-293
0.618	120-271
1.000	120-258
1.618	120-236
2.618	120-201
4.250	120-144

Fisher Pivots for day following 10-May-2016
Pivot	1 day	3 day
R1	120-312	121-004
PP	120-311	121-000
S1	120-310	120-316

Download as Excel Spreadsheet

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

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