ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 26-May-2016

Day Change Summary
	Previous	Current
	25-May-2016	26-May-2016	Change	Change %	Previous Week
Open	119-287	119-292	0-005	0.0%	120-310
High	120-017	120-070	0-053	0.1%	120-318
Low	119-255	119-287	0-032	0.1%	119-258
Close	119-292	120-065	0-093	0.2%	120-018
Range	0-082	0-103	0-021	25.6%	1-060
ATR	0-086	0-087	0-001	1.4%	0-000
Volume	1,149,969	1,295,827	145,858	12.7%	441,021

Daily Pivots for day following 26-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-023	120-307	120-122
R3	120-240	120-204	120-093
R2	120-137	120-137	120-084
R1	120-101	120-101	120-074	120-119
PP	120-034	120-034	120-034	120-043
S1	119-318	119-318	120-056	120-016
S2	119-251	119-251	120-046
S3	119-148	119-215	120-037
S4	119-045	119-112	120-008

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	120-070	119-255	0-135	0.4%	0-079	0.2%	96%	True	False	745,367
10	120-318	119-255	1-063	1.0%	0-098	0.3%	34%	False	False	410,140
20	121-073	119-255	1-138	1.2%	0-087	0.2%	28%	False	False	214,221
40	121-078	119-255	1-143	1.2%	0-060	0.2%	28%	False	False	109,205
60	121-078	119-035	2-042	1.8%	0-040	0.1%	51%	False	False	72,803
80	121-082	119-035	2-047	1.8%	0-030	0.1%	51%	False	False	54,602
100	121-082	117-210	3-192	3.0%	0-024	0.1%	71%	False	False	43,682
120	121-082	117-067	4-015	3.4%	0-020	0.1%	74%	False	False	36,401

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-188
2.618	121-020
1.618	120-237
1.000	120-173
0.618	120-134
HIGH	120-070
0.618	120-031
0.500	120-018
0.382	120-006
LOW	119-287
0.618	119-223
1.000	119-184
1.618	119-120
2.618	119-017
4.250	118-169

Fisher Pivots for day following 26-May-2016
Pivot	1 day	3 day
R1	120-050	120-044
PP	120-034	120-023
S1	120-018	120-002

Download as Excel Spreadsheet

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

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