ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	119-292	120-062	0-090	0.2%	120-033
High	120-070	120-065	-0-005	0.0%	120-070
Low	119-287	119-255	-0-032	-0.1%	119-255
Close	120-065	120-035	-0-030	-0.1%	120-035
Range	0-103	0-130	0-027	26.2%	0-135
ATR	0-087	0-090	0-003	3.5%	0-000
Volume	1,295,827	747,464	-548,363	-42.3%	4,385,175

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-082	121-028	120-106
R3	120-272	120-218	120-071
R2	120-142	120-142	120-059
R1	120-088	120-088	120-047	120-050
PP	120-012	120-012	120-012	119-312
S1	119-278	119-278	120-023	119-240
S2	119-202	119-202	120-011
S3	119-072	119-148	119-319
S4	118-262	119-018	119-284

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-098	121-042	120-109
R3	120-283	120-227	120-072
R2	120-148	120-148	120-060
R1	120-092	120-092	120-047	120-120
PP	120-013	120-013	120-013	120-028
S1	119-277	119-277	120-023	119-305
S2	119-198	119-198	120-010
S3	119-063	119-142	119-318
S4	118-248	119-007	119-281

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%	0-093	0.2%	74%	False	True	877,035
10	120-318	119-255	1-063	1.0%	0-102	0.3%	26%	False	True	482,619
20	121-073	119-255	1-138	1.2%	0-090	0.2%	22%	False	True	251,543
40	121-078	119-255	1-143	1.2%	0-063	0.2%	22%	False	True	127,892
60	121-078	119-035	2-042	1.8%	0-042	0.1%	47%	False	False	85,261
80	121-082	119-035	2-047	1.8%	0-032	0.1%	47%	False	False	63,946
100	121-082	118-018	3-065	2.7%	0-025	0.1%	64%	False	False	51,156
120	121-082	117-067	4-015	3.4%	0-021	0.1%	72%	False	False	42,630

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 7 trading days

Fibonacci Retracements and Extensions
4.250	121-298
2.618	121-085
1.618	120-275
1.000	120-195
0.618	120-145
HIGH	120-065
0.618	120-015
0.500	120-000
0.382	119-305
LOW	119-255
0.618	119-175
1.000	119-125
1.618	119-045
2.618	118-235
4.250	118-022

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	120-023	120-024
PP	120-012	120-013
S1	120-000	120-002

Download as Excel Spreadsheet

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

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