ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 23-May-2016

Day Change Summary
	Previous	Current
	20-May-2016	23-May-2016	Change	Change %	Previous Week
Open	120-018	120-033	0-015	0.0%	120-310
High	120-038	120-055	0-018	0.0%	120-318
Low	119-300	119-313	0-013	0.0%	119-258
Close	120-018	120-022	0-005	0.0%	120-018
Range	0-058	0-062	0-005	8.7%	1-060
ATR	0-087	0-086	-0-002	-2.0%	0-000
Volume	89,125	452,851	363,726	408.1%	441,021

Daily Pivots for day following 23-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-211	120-179	120-057
R3	120-148	120-117	120-040
R2	120-086	120-086	120-034
R1	120-054	120-054	120-028	120-039
PP	120-023	120-023	120-023	120-016
S1	119-312	119-312	120-017	119-296
S2	119-281	119-281	120-011
S3	119-218	119-249	120-005
S4	119-156	119-187	119-308

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	120-218	119-258	0-280	0.7%	0-100	0.3%	30%	False	False	175,444
10	121-030	119-258	1-093	1.1%	0-086	0.2%	21%	False	False	99,253
20	121-073	119-258	1-135	1.2%	0-084	0.2%	19%	False	False	56,236
40	121-078	119-258	1-140	1.2%	0-053	0.1%	18%	False	False	29,584
60	121-078	119-035	2-042	1.8%	0-035	0.1%	45%	False	False	19,722
80	121-082	119-035	2-047	1.8%	0-026	0.1%	45%	False	False	14,792
100	121-082	117-070	4-012	3.4%	0-021	0.1%	71%	False	False	11,833
120	121-082	117-067	4-015	3.4%	0-018	0.0%	71%	False	False	9,861

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-001
2.618	120-219
1.618	120-156
1.000	120-118
0.618	120-094
HIGH	120-055
0.618	120-031
0.500	120-024
0.382	120-016
LOW	119-313
0.618	119-274
1.000	119-250
1.618	119-211
2.618	119-149
4.250	119-047

Fisher Pivots for day following 23-May-2016
Pivot	1 day	3 day
R1	120-024	120-014
PP	120-023	120-005
S1	120-023	119-316

Download as Excel Spreadsheet

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

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