ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 03-May-2016

Day Change Summary
	Previous	Current
	02-May-2016	03-May-2016	Change	Change %	Previous Week
Open	120-093	120-207	0-115	0.3%	120-002
High	120-093	120-207	0-115	0.3%	120-160
Low	120-093	120-207	0-115	0.3%	119-282
Close	120-093	120-207	0-115	0.3%	120-160
Range
ATR	0-052	0-057	0-004	8.5%	0-000
Volume

Daily Pivots for day following 03-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-207	120-207	120-207
R3	120-207	120-207	120-207
R2	120-207	120-207	120-207
R1	120-207	120-207	120-207	120-207
PP	120-207	120-207	120-207	120-207
S1	120-207	120-207	120-207	120-207
S2	120-207	120-207	120-207
S3	120-207	120-207	120-207
S4	120-207	120-207	120-207

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-047	121-301	120-269
R3	121-169	121-103	120-214
R2	120-292	120-292	120-196
R1	120-226	120-226	120-178	120-259
PP	120-094	120-094	120-094	120-111
S1	120-028	120-028	120-142	120-061
S2	119-217	119-217	120-124
S3	119-019	119-151	120-106
S4	118-142	118-273	120-051

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-207	120-065	0-142	0.4%	0-000	0.0%	100%	True	False
10	120-207	119-282	0-245	0.6%	0-000	0.0%	100%	True	False
20	121-062	119-282	1-100	1.1%	0-000	0.0%	58%	False	False

Crabel Price Patterns
NR	False
NR4	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	120-207
2.618	120-207
1.618	120-207
1.000	120-207
0.618	120-207
HIGH	120-207
0.618	120-207
0.500	120-207
0.382	120-207
LOW	120-207
0.618	120-207
1.000	120-207
1.618	120-207
2.618	120-207
4.250	120-207

Fisher Pivots for day following 03-May-2016
Pivot	1 day	3 day
R1	120-207	120-188
PP	120-207	120-169
S1	120-207	120-150

Download as Excel Spreadsheet

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

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