ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	119-230	120-015	0-105	0.3%	119-135
High	120-115	120-040	-0-075	-0.2%	120-115
Low	119-212	119-250	0-038	0.1%	119-042
Close	120-012	119-312	-0-020	-0.1%	120-012
Range	0-223	0-110	-0-113	-50.7%	1-073
ATR	0-126	0-125	-0-001	-0.9%	0-000
Volume	1,048,171	707,205	-340,966	-32.5%	4,059,185

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-317	120-265	120-052
R3	120-207	120-155	120-022
R2	120-097	120-097	120-012
R1	120-045	120-045	120-002	120-016
PP	119-307	119-307	119-307	119-293
S1	119-255	119-255	119-302	119-226
S2	119-197	119-197	119-292
S3	119-087	119-145	119-282
S4	118-297	119-035	119-252

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%	0-155	0.4%	69%	False	False	819,942
10	120-115	118-122	1-313	1.6%	0-145	0.4%	81%	False	False	756,468
20	120-115	118-017	2-098	1.9%	0-114	0.3%	83%	False	False	542,896
40	120-115	118-017	2-098	1.9%	0-114	0.3%	83%	False	False	600,744
60	120-115	117-302	2-133	2.0%	0-108	0.3%	84%	False	False	402,560
80	120-245	117-302	2-262	2.4%	0-093	0.2%	72%	False	False	302,044
100	120-245	117-302	2-262	2.4%	0-075	0.2%	72%	False	False	241,635
120	120-245	117-302	2-262	2.4%	0-062	0.2%	72%	False	False	201,362

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	121-188
2.618	121-008
1.618	120-218
1.000	120-150
0.618	120-108
HIGH	120-040
0.618	119-318
0.500	119-305
0.382	119-292
LOW	119-250
0.618	119-182
1.000	119-140
1.618	119-072
2.618	118-282
4.250	118-102

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	119-310	119-309
PP	119-307	119-306
S1	119-305	119-304

Download as Excel Spreadsheet

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

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