ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	119-135	119-092	-0-043	-0.1%	118-112
High	119-182	119-215	0-033	0.1%	119-145
Low	119-055	119-042	-0-013	0.0%	118-085
Close	119-120	119-177	0-057	0.1%	119-110
Range	0-127	0-173	0-046	36.2%	1-060
ATR	0-112	0-116	0-004	3.9%	0-000
Volume	666,679	697,379	30,700	4.6%	3,332,355

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-024	120-273	119-272
R3	120-171	120-100	119-225
R2	119-318	119-318	119-209
R1	119-247	119-247	119-193	119-282
PP	119-145	119-145	119-145	119-162
S1	119-074	119-074	119-161	119-110
S2	118-292	118-292	119-145
S3	118-119	118-221	119-129
S4	117-266	118-048	119-082

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	119-215	118-180	1-035	0.9%	0-152	0.4%	89%	True	False	730,427
10	119-215	118-017	1-198	1.4%	0-127	0.3%	93%	True	False	578,660
20	119-215	118-017	1-198	1.4%	0-109	0.3%	93%	True	False	497,263
40	119-215	118-017	1-198	1.4%	0-108	0.3%	93%	True	False	517,125
60	120-145	117-302	2-162	2.1%	0-101	0.3%	64%	False	False	345,992
80	120-245	117-302	2-262	2.4%	0-086	0.2%	57%	False	False	259,515
100	120-245	117-302	2-262	2.4%	0-069	0.2%	57%	False	False	207,612
120	120-245	117-302	2-262	2.4%	0-057	0.1%	57%	False	False	173,010

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-310
2.618	121-028
1.618	120-175
1.000	120-068
0.618	120-002
HIGH	119-215
0.618	119-149
0.500	119-128
0.382	119-108
LOW	119-042
0.618	118-255
1.000	118-189
1.618	118-082
2.618	117-229
4.250	116-267

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	119-161	119-144
PP	119-145	119-111
S1	119-128	119-078

Download as Excel Spreadsheet

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

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