ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	118-295	119-052	0-077	0.2%	118-112
High	119-077	119-145	0-068	0.2%	119-145
Low	118-267	118-260	-0-007	0.0%	118-085
Close	119-045	119-110	0-065	0.2%	119-110
Range	0-130	0-205	0-075	57.7%	1-060
ATR	0-104	0-111	0-007	7.0%	0-000
Volume	774,434	926,410	151,976	19.6%	3,332,355

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-040	120-280	119-223
R3	120-155	120-075	119-166
R2	119-270	119-270	119-148
R1	119-190	119-190	119-129	119-230
PP	119-065	119-065	119-065	119-085
S1	118-305	118-305	119-091	119-025
S2	118-180	118-180	119-072
S3	117-295	118-100	119-054
S4	117-090	117-215	118-317

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-187	122-048	119-319
R3	121-127	120-308	119-214
R2	120-067	120-067	119-180
R1	119-248	119-248	119-145	119-318
PP	119-007	119-007	119-007	119-041
S1	118-188	118-188	119-075	118-258
S2	117-267	117-267	119-040
S3	116-207	117-128	119-006
S4	115-147	116-068	118-221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-145	118-085	1-060	1.0%	0-137	0.4%	91%	True	False	666,471
10	119-145	118-017	1-128	1.2%	0-107	0.3%	92%	True	False	472,463
20	119-145	118-017	1-128	1.2%	0-109	0.3%	92%	True	False	495,377
40	119-145	118-017	1-128	1.2%	0-103	0.3%	92%	True	False	483,668
60	120-227	117-302	2-245	2.3%	0-099	0.3%	51%	False	False	323,265
80	120-245	117-302	2-262	2.4%	0-082	0.2%	50%	False	False	242,464
100	120-245	117-302	2-262	2.4%	0-066	0.2%	50%	False	False	193,971
120	120-245	117-302	2-262	2.4%	0-055	0.1%	50%	False	False	161,643

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	122-056
2.618	121-042
1.618	120-157
1.000	120-030
0.618	119-272
HIGH	119-145
0.618	119-067
0.500	119-042
0.382	119-018
LOW	118-260
0.618	118-133
1.000	118-055
1.618	117-248
2.618	117-043
4.250	116-029

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	119-088	119-074
PP	119-065	119-038
S1	119-042	119-002

Download as Excel Spreadsheet

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

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