ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	120-080	120-042	-0-038	-0.1%	120-015
High	120-137	120-070	-0-067	-0.2%	120-152
Low	120-025	119-265	-0-080	-0.2%	119-250
Close	120-062	119-317	-0-065	-0.2%	119-317
Range	0-112	0-125	0-013	11.6%	0-222
ATR	0-128	0-127	0-000	-0.1%	0-000
Volume	853,541	580,068	-273,473	-32.0%	3,009,482

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-059	120-313	120-066
R3	120-254	120-188	120-031
R2	120-129	120-129	120-020
R1	120-063	120-063	120-008	120-034
PP	120-004	120-004	120-004	119-309
S1	119-258	119-258	119-306	119-228
S2	119-199	119-199	119-294
S3	119-074	119-133	119-283
S4	118-269	119-008	119-248

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-052	121-247	120-119
R3	121-150	121-025	120-058
R2	120-248	120-248	120-038
R1	120-123	120-123	120-017	120-074
PP	120-026	120-026	120-026	120-002
S1	119-221	119-221	119-297	119-172
S2	119-124	119-124	119-276
S3	118-222	118-319	119-256
S4	118-000	118-097	119-195

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-152	119-212	0-260	0.7%	0-150	0.4%	40%	False	False	811,530
10	120-152	118-260	1-212	1.4%	0-152	0.4%	71%	False	False	799,507
20	120-152	118-017	2-135	2.0%	0-122	0.3%	80%	False	False	603,138
40	120-152	118-017	2-135	2.0%	0-118	0.3%	80%	False	False	622,599
60	120-152	117-302	2-170	2.1%	0-112	0.3%	81%	False	False	440,661
80	120-245	117-302	2-262	2.4%	0-097	0.3%	73%	False	False	330,822
100	120-245	117-302	2-262	2.4%	0-079	0.2%	73%	False	False	264,658
120	120-245	117-302	2-262	2.4%	0-066	0.2%	73%	False	False	220,548

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-281
2.618	121-077
1.618	120-272
1.000	120-195
0.618	120-147
HIGH	120-070
0.618	120-022
0.500	120-008
0.382	119-313
LOW	119-265
0.618	119-188
1.000	119-140
1.618	119-063
2.618	118-258
4.250	118-054

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	120-008	120-048
PP	120-004	120-031
S1	120-000	120-014

Download as Excel Spreadsheet

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

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