ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 20-May-2016

Day Change Summary
	Previous	Current
	19-May-2016	20-May-2016	Change	Change %	Previous Week
Open	119-295	120-018	0-042	0.1%	120-310
High	120-038	120-038	0-000	0.0%	120-318
Low	119-258	119-300	0-042	0.1%	119-258
Close	120-015	120-018	0-002	0.0%	120-018
Range	0-100	0-058	-0-042	-42.5%	1-060
ATR	0-090	0-087	-0-002	-2.6%	0-000
Volume	155,843	89,125	-66,718	-42.8%	441,021

Daily Pivots for day following 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-184	120-158	120-049
R3	120-127	120-101	120-033
R2	120-069	120-069	120-028
R1	120-043	120-043	120-023	120-046
PP	120-012	120-012	120-012	120-013
S1	119-306	119-306	120-012	119-309
S2	119-274	119-274	120-007
S3	119-217	119-248	120-002
S4	119-159	119-191	119-306

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-271	123-044	120-227
R3	122-211	121-304	120-122
R2	121-151	121-151	120-087
R1	120-244	120-244	120-052	120-168
PP	120-091	120-091	120-091	120-053
S1	119-184	119-184	119-303	119-108
S2	119-031	119-031	119-268
S3	117-291	118-124	119-233
S4	116-231	117-064	119-129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-318	119-258	1-060	1.0%	0-111	0.3%	21%	False	False	88,204
10	121-030	119-258	1-093	1.1%	0-087	0.2%	19%	False	False	55,697
20	121-073	119-258	1-135	1.2%	0-084	0.2%	18%	False	False	33,826
40	121-078	119-258	1-140	1.2%	0-051	0.1%	17%	False	False	18,262
60	121-078	119-035	2-042	1.8%	0-034	0.1%	44%	False	False	12,175
80	121-082	119-035	2-047	1.8%	0-026	0.1%	44%	False	False	9,131
100	121-082	117-067	4-015	3.4%	0-021	0.1%	70%	False	False	7,305

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	0-012
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-282
2.618	120-188
1.618	120-131
1.000	120-095
0.618	120-073
HIGH	120-038
0.618	120-016
0.500	120-009
0.382	120-002
LOW	119-300
0.618	119-264
1.000	119-242
1.618	119-207
2.618	119-149
4.250	119-056

Fisher Pivots for day following 20-May-2016
Pivot	1 day	3 day
R1	120-015	120-040
PP	120-012	120-033
S1	120-009	120-025

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

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