ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	119-275	120-010	0-055	0.1%	120-033
High	120-040	120-070	0-030	0.1%	120-070
Low	119-235	119-300	0-065	0.2%	119-255
Close	120-037	119-310	-0-047	-0.1%	120-035
Range	0-125	0-090	-0-035	-28.0%	0-135
ATR	0-092	0-092	0-000	-0.2%	0-000
Volume	946,930	696,165	-250,765	-26.5%	4,385,175

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-283	120-227	120-040
R3	120-193	120-137	120-015
R2	120-103	120-103	120-006
R1	120-047	120-047	119-318	120-030
PP	120-013	120-013	120-013	120-005
S1	119-277	119-277	119-302	119-260
S2	119-243	119-243	119-294
S3	119-153	119-187	119-285
S4	119-063	119-097	119-260

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	119-235	0-155	0.4%	0-106	0.3%	48%	True	False	967,271
10	120-142	119-235	0-227	0.6%	0-104	0.3%	33%	False	False	639,114
20	121-073	119-235	1-158	1.2%	0-093	0.2%	16%	False	False	333,112
40	121-078	119-235	1-163	1.3%	0-068	0.2%	16%	False	False	168,845
60	121-078	119-035	2-042	1.8%	0-046	0.1%	40%	False	False	112,646
80	121-082	119-035	2-047	1.8%	0-034	0.1%	40%	False	False	84,484
100	121-082	118-162	2-240	2.3%	0-027	0.1%	53%	False	False	67,587
120	121-082	117-067	4-015	3.4%	0-023	0.1%	68%	False	False	56,323

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-132
2.618	120-306
1.618	120-216
1.000	120-160
0.618	120-126
HIGH	120-070
0.618	120-036
0.500	120-025
0.382	120-014
LOW	119-300
0.618	119-244
1.000	119-210
1.618	119-154
2.618	119-064
4.250	118-238

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	120-025	119-312
PP	120-013	119-312
S1	120-002	119-311

Download as Excel Spreadsheet

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

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