ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	120-047	120-255	0-208	0.5%	119-275
High	120-290	120-270	-0-020	-0.1%	120-290
Low	120-030	120-190	0-160	0.4%	119-235
Close	120-260	120-252	-0-008	0.0%	120-260
Range	0-260	0-080	-0-180	-69.2%	1-055
ATR	0-103	0-102	-0-002	-1.6%	0-000
Volume	1,083,751	665,889	-417,862	-38.6%	3,290,285

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-157	121-125	120-296
R3	121-077	121-045	120-274
R2	120-317	120-317	120-267
R1	120-285	120-285	120-259	120-261
PP	120-237	120-237	120-237	120-226
S1	120-205	120-205	120-245	120-181
S2	120-157	120-157	120-237
S3	120-077	120-125	120-230
S4	119-317	120-045	120-208

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-000	123-185	121-146
R3	122-265	122-130	121-043
R2	121-210	121-210	121-009
R1	121-075	121-075	120-294	121-142
PP	120-155	120-155	120-155	120-189
S1	120-020	120-020	120-226	120-088
S2	119-100	119-100	120-191
S3	118-045	118-285	120-157
S4	116-310	117-230	120-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-290	119-235	1-055	1.0%	0-127	0.3%	90%	False	False	791,234
10	120-290	119-235	1-055	1.0%	0-110	0.3%	90%	False	False	834,134
20	121-030	119-235	1-115	1.1%	0-099	0.3%	77%	False	False	444,916
40	121-073	119-235	1-158	1.2%	0-077	0.2%	71%	False	False	226,456
60	121-078	119-035	2-042	1.8%	0-053	0.1%	79%	False	False	151,197
80	121-082	119-035	2-047	1.8%	0-039	0.1%	78%	False	False	113,398
100	121-082	118-278	2-125	2.0%	0-032	0.1%	80%	False	False	90,718
120	121-082	117-067	4-015	3.4%	0-026	0.1%	88%	False	False	75,598

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-290
2.618	121-159
1.618	121-079
1.000	121-030
0.618	120-319
HIGH	120-270
0.618	120-239
0.500	120-230
0.382	120-221
LOW	120-190
0.618	120-141
1.000	120-110
1.618	120-061
2.618	119-301
4.250	119-170

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	120-245	120-214
PP	120-237	120-176
S1	120-230	120-138

Download as Excel Spreadsheet

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

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