ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	119-292	120-080	0-108	0.3%	119-135
High	120-152	120-137	-0-015	0.0%	120-115
Low	119-292	120-025	0-053	0.1%	119-042
Close	120-082	120-062	-0-020	-0.1%	120-012
Range	0-180	0-112	-0-068	-37.8%	1-073
ATR	0-129	0-128	-0-001	-0.9%	0-000
Volume	868,668	853,541	-15,127	-1.7%	4,059,185

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-091	121-028	120-124
R3	120-299	120-236	120-093
R2	120-187	120-187	120-083
R1	120-124	120-124	120-072	120-100
PP	120-075	120-075	120-075	120-062
S1	120-012	120-012	120-052	119-308
S2	119-283	119-283	120-041
S3	119-171	119-220	120-031
S4	119-059	119-108	120-000

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	120-152	119-172	0-300	0.8%	0-146	0.4%	70%	False	False	845,574
10	120-152	118-260	1-212	1.4%	0-153	0.4%	83%	False	False	818,944
20	120-152	118-017	2-135	2.0%	0-120	0.3%	88%	False	False	590,348
40	120-152	118-017	2-135	2.0%	0-118	0.3%	88%	False	False	633,154
60	120-152	117-302	2-170	2.1%	0-110	0.3%	89%	False	False	431,073
80	120-245	117-302	2-262	2.3%	0-097	0.3%	80%	False	False	323,572
100	120-245	117-302	2-262	2.3%	0-078	0.2%	80%	False	False	258,857
120	120-245	117-302	2-262	2.3%	0-065	0.2%	80%	False	False	215,714

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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-293
2.618	121-110
1.618	120-318
1.000	120-249
0.618	120-206
HIGH	120-137
0.618	120-094
0.500	120-081
0.382	120-068
LOW	120-025
0.618	119-276
1.000	119-233
1.618	119-164
2.618	119-052
4.250	118-189

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	120-081	120-055
PP	120-075	120-048
S1	120-068	120-041

Download as Excel Spreadsheet

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

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