ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	119-052	119-135	0-083	0.2%	118-112
High	119-145	119-182	0-037	0.1%	119-145
Low	118-260	119-055	0-115	0.3%	118-085
Close	119-110	119-120	0-010	0.0%	119-110
Range	0-205	0-127	-0-078	-38.0%	1-060
ATR	0-111	0-112	0-001	1.0%	0-000
Volume	926,410	666,679	-259,731	-28.0%	3,332,355

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-180	120-117	119-190
R3	120-053	119-310	119-155
R2	119-246	119-246	119-143
R1	119-183	119-183	119-132	119-151
PP	119-119	119-119	119-119	119-103
S1	119-056	119-056	119-108	119-024
S2	118-312	118-312	119-097
S3	118-185	118-249	119-085
S4	118-058	118-122	119-050

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	119-182	118-122	1-060	1.0%	0-136	0.4%	84%	True	False	692,995
10	119-182	118-017	1-165	1.3%	0-116	0.3%	87%	True	False	527,737
20	119-182	118-017	1-165	1.3%	0-112	0.3%	87%	True	False	505,330
40	119-182	118-017	1-165	1.3%	0-105	0.3%	87%	True	False	500,335
60	120-220	117-302	2-238	2.3%	0-100	0.3%	52%	False	False	334,369
80	120-245	117-302	2-262	2.4%	0-084	0.2%	51%	False	False	250,798
100	120-245	117-302	2-262	2.4%	0-067	0.2%	51%	False	False	200,638
120	120-245	117-302	2-262	2.4%	0-056	0.1%	51%	False	False	167,198

Crabel Price Patterns
NR	True
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	0-031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-082
2.618	120-194
1.618	120-067
1.000	119-309
0.618	119-260
HIGH	119-182
0.618	119-133
0.500	119-118
0.382	119-104
LOW	119-055
0.618	118-297
1.000	118-248
1.618	118-170
2.618	118-043
4.250	117-155

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	119-120	119-100
PP	119-119	119-081
S1	119-118	119-061

Download as Excel Spreadsheet

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

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