ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	119-160	119-195	0-035	0.1%	118-112
High	119-265	119-275	0-010	0.0%	119-145
Low	119-100	119-172	0-072	0.2%	118-085
Close	119-217	119-220	0-003	0.0%	119-110
Range	0-165	0-103	-0-062	-37.6%	1-060
ATR	0-120	0-119	-0-001	-1.0%	0-000
Volume	896,671	750,285	-146,386	-16.3%	3,332,355

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-211	120-159	119-277
R3	120-108	120-056	119-248
R2	120-005	120-005	119-239
R1	119-273	119-273	119-229	119-299
PP	119-222	119-222	119-222	119-236
S1	119-170	119-170	119-211	119-196
S2	119-119	119-119	119-201
S3	119-016	119-067	119-192
S4	118-233	118-284	119-163

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	119-275	118-260	1-015	0.9%	0-155	0.4%	84%	True	False	787,484
10	119-275	118-050	1-225	1.4%	0-134	0.3%	90%	True	False	664,082
20	119-275	118-017	1-258	1.5%	0-109	0.3%	90%	True	False	520,413
40	119-275	118-017	1-258	1.5%	0-110	0.3%	90%	True	False	556,859
60	120-107	117-302	2-125	2.0%	0-104	0.3%	73%	False	False	373,441
80	120-245	117-302	2-262	2.4%	0-089	0.2%	62%	False	False	280,102
100	120-245	117-302	2-262	2.4%	0-071	0.2%	62%	False	False	224,081
120	120-245	117-302	2-262	2.4%	0-059	0.2%	62%	False	False	186,734

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-039
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-073
2.618	120-225
1.618	120-122
1.000	120-058
0.618	120-019
HIGH	119-275
0.618	119-236
0.500	119-224
0.382	119-211
LOW	119-172
0.618	119-108
1.000	119-069
1.618	119-005
2.618	118-222
4.250	118-054

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	119-224	119-200
PP	119-222	119-179
S1	119-221	119-158

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

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