ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 05-Jan-2016

Day Change Summary
	Previous	Current
	04-Jan-2016	05-Jan-2016	Change	Change %	Previous Week
Open	118-112	118-150	0-038	0.1%	118-150
High	118-220	118-212	-0-008	0.0%	118-192
Low	118-085	118-122	0-037	0.1%	118-017
Close	118-150	118-175	0-025	0.1%	118-102
Range	0-135	0-090	-0-045	-33.3%	0-175
ATR	0-100	0-099	-0-001	-0.7%	0-000
Volume	534,057	510,221	-23,836	-4.5%	1,278,343

Daily Pivots for day following 05-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-120	119-077	118-224
R3	119-030	118-307	118-200
R2	118-260	118-260	118-192
R1	118-217	118-217	118-183	118-238
PP	118-170	118-170	118-170	118-180
S1	118-127	118-127	118-167	118-148
S2	118-080	118-080	118-158
S3	117-310	118-037	118-150
S4	117-220	117-267	118-126

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-309	119-220	118-198
R3	119-134	119-045	118-150
R2	118-279	118-279	118-134
R1	118-190	118-190	118-118	118-147
PP	118-104	118-104	118-104	118-082
S1	118-015	118-015	118-086	117-292
S2	117-249	117-249	118-070
S3	117-074	117-160	118-054
S4	116-219	116-305	118-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-220	118-017	0-203	0.5%	0-101	0.3%	78%	False	False	426,893
10	118-260	118-017	0-243	0.6%	0-083	0.2%	65%	False	False	338,967
20	119-110	118-017	1-093	1.1%	0-102	0.3%	38%	False	False	468,969
40	119-110	117-302	1-128	1.2%	0-101	0.3%	43%	False	False	426,916
60	120-227	117-302	2-245	2.3%	0-094	0.2%	22%	False	False	285,150
80	120-245	117-302	2-262	2.4%	0-076	0.2%	21%	False	False	213,863
100	120-245	117-302	2-262	2.4%	0-061	0.2%	21%	False	False	171,090
120	120-245	117-302	2-262	2.4%	0-051	0.1%	21%	False	False	142,575

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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-274
2.618	119-128
1.618	119-038
1.000	118-302
0.618	118-268
HIGH	118-212
0.618	118-178
0.500	118-167
0.382	118-156
LOW	118-122
0.618	118-066
1.000	118-032
1.618	117-296
2.618	117-206
4.250	117-060

Fisher Pivots for day following 05-Jan-2016
Pivot	1 day	3 day
R1	118-172	118-162
PP	118-170	118-148
S1	118-167	118-135

Download as Excel Spreadsheet

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

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