ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	119-092	119-160	0-068	0.2%	118-112
High	119-215	119-265	0-050	0.1%	119-145
Low	119-042	119-100	0-058	0.2%	118-085
Close	119-177	119-217	0-040	0.1%	119-110
Range	0-173	0-165	-0-008	-4.6%	1-060
ATR	0-116	0-120	0-003	3.0%	0-000
Volume	697,379	896,671	199,292	28.6%	3,332,355

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-049	120-298	119-308
R3	120-204	120-133	119-262
R2	120-039	120-039	119-247
R1	119-288	119-288	119-232	120-004
PP	119-194	119-194	119-194	119-212
S1	119-123	119-123	119-202	119-158
S2	119-029	119-029	119-187
S3	118-184	118-278	119-172
S4	118-019	118-113	119-126

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	119-265	118-260	1-005	0.8%	0-160	0.4%	85%	True	False	792,314
10	119-265	118-017	1-248	1.5%	0-129	0.3%	92%	True	False	629,780
20	119-265	118-017	1-248	1.5%	0-110	0.3%	92%	True	False	508,857
40	119-265	118-017	1-248	1.5%	0-109	0.3%	92%	True	False	539,221
60	120-110	117-302	2-128	2.0%	0-103	0.3%	72%	False	False	360,936
80	120-245	117-302	2-262	2.4%	0-088	0.2%	61%	False	False	270,723
100	120-245	117-302	2-262	2.4%	0-070	0.2%	61%	False	False	216,578
120	120-245	117-302	2-262	2.4%	0-059	0.2%	61%	False	False	180,482

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	0-038
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-006
2.618	121-057
1.618	120-212
1.000	120-110
0.618	120-047
HIGH	119-265
0.618	119-202
0.500	119-182
0.382	119-163
LOW	119-100
0.618	118-318
1.000	118-255
1.618	118-153
2.618	117-308
4.250	117-039

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	119-206	119-196
PP	119-194	119-175
S1	119-182	119-154

Download as Excel Spreadsheet

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

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