ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	118-192	118-295	0-103	0.3%	118-150
High	118-307	119-077	0-090	0.2%	118-192
Low	118-180	118-267	0-087	0.2%	118-017
Close	118-297	119-045	0-068	0.2%	118-102
Range	0-127	0-130	0-003	2.4%	0-175
ATR	0-102	0-104	0-002	2.0%	0-000
Volume	587,233	774,434	187,201	31.9%	1,278,343

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-093	120-039	119-116
R3	119-283	119-229	119-081
R2	119-153	119-153	119-069
R1	119-099	119-099	119-057	119-126
PP	119-023	119-023	119-023	119-036
S1	118-289	118-289	119-033	118-316
S2	118-213	118-213	119-021
S3	118-083	118-159	119-009
S4	117-273	118-029	118-294

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	119-077	118-050	1-027	0.9%	0-112	0.3%	91%	True	False	540,681
10	119-077	118-017	1-060	1.0%	0-091	0.2%	92%	True	False	406,769
20	119-110	118-017	1-093	1.1%	0-105	0.3%	84%	False	False	482,940
40	119-110	118-017	1-093	1.1%	0-100	0.3%	84%	False	False	460,958
60	120-227	117-302	2-245	2.3%	0-097	0.3%	43%	False	False	307,844
80	120-245	117-302	2-262	2.4%	0-080	0.2%	42%	False	False	230,884
100	120-245	117-302	2-262	2.4%	0-064	0.2%	42%	False	False	184,707
120	120-245	117-302	2-262	2.4%	0-053	0.1%	42%	False	False	153,922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-310
2.618	120-097
1.618	119-287
1.000	119-207
0.618	119-157
HIGH	119-077
0.618	119-027
0.500	119-012
0.382	118-317
LOW	118-267
0.618	118-187
1.000	118-137
1.618	118-057
2.618	117-247
4.250	117-034

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	119-034	119-010
PP	119-023	118-295
S1	119-012	118-260

Download as Excel Spreadsheet

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

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