ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	119-195	119-230	0-035	0.1%	119-135
High	119-275	120-115	0-160	0.4%	120-115
Low	119-172	119-212	0-040	0.1%	119-042
Close	119-220	120-012	0-112	0.3%	120-012
Range	0-103	0-223	0-120	116.5%	1-073
ATR	0-119	0-126	0-007	6.3%	0-000
Volume	750,285	1,048,171	297,886	39.7%	4,059,185

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-035	121-247	120-135
R3	121-132	121-024	120-073
R2	120-229	120-229	120-053
R1	120-121	120-121	120-032	120-175
PP	120-006	120-006	120-006	120-034
S1	119-218	119-218	119-312	119-272
S2	119-103	119-103	119-291
S3	118-200	118-315	119-271
S4	117-297	118-092	119-209

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-169	123-003	120-228
R3	122-096	121-250	120-120
R2	121-023	121-023	120-084
R1	120-177	120-177	120-048	120-260
PP	119-270	119-270	119-270	119-311
S1	119-104	119-104	119-296	119-187
S2	118-197	118-197	119-260
S3	117-124	118-031	119-224
S4	116-051	116-278	119-116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-115	119-042	1-073	1.0%	0-158	0.4%	74%	True	False	811,837
10	120-115	118-085	2-030	1.7%	0-148	0.4%	85%	True	False	739,154
20	120-115	118-017	2-098	1.9%	0-112	0.3%	86%	True	False	538,176
40	120-115	118-017	2-098	1.9%	0-113	0.3%	86%	True	False	583,064
60	120-115	117-302	2-133	2.0%	0-107	0.3%	87%	True	False	390,910
80	120-245	117-302	2-262	2.3%	0-092	0.2%	74%	False	False	293,204
100	120-245	117-302	2-262	2.3%	0-074	0.2%	74%	False	False	234,563
120	120-245	117-302	2-262	2.3%	0-061	0.2%	74%	False	False	195,469

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	123-103
2.618	122-059
1.618	121-156
1.000	121-018
0.618	120-253
HIGH	120-115
0.618	120-030
0.500	120-004
0.382	119-297
LOW	119-212
0.618	119-074
1.000	118-309
1.618	118-171
2.618	117-268
4.250	116-224

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	120-009	119-310
PP	120-006	119-289
S1	120-004	119-268

Download as Excel Spreadsheet

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

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