ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 25-Jan-2016

Day Change Summary
	Previous	Current
	22-Jan-2016	25-Jan-2016	Change	Change %	Previous Week
Open	120-042	119-305	-0-057	-0.1%	120-015
High	120-070	120-040	-0-030	-0.1%	120-152
Low	119-265	119-280	0-015	0.0%	119-250
Close	119-317	120-012	0-015	0.0%	119-317
Range	0-125	0-080	-0-045	-36.0%	0-222
ATR	0-127	0-124	-0-003	-2.7%	0-000
Volume	580,068	447,177	-132,891	-22.9%	3,009,482

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-244	120-208	120-056
R3	120-164	120-128	120-034
R2	120-084	120-084	120-027
R1	120-048	120-048	120-019	120-066
PP	120-004	120-004	120-004	120-013
S1	119-288	119-288	120-005	119-306
S2	119-244	119-244	119-317
S3	119-164	119-208	119-310
S4	119-084	119-128	119-288

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	119-250	0-222	0.6%	0-121	0.3%	37%	False	False	691,331
10	120-152	119-042	1-110	1.1%	0-140	0.4%	67%	False	False	751,584
20	120-152	118-017	2-135	2.0%	0-123	0.3%	82%	False	False	612,023
40	120-152	118-017	2-135	2.0%	0-118	0.3%	82%	False	False	601,393
60	120-152	117-302	2-170	2.1%	0-112	0.3%	83%	False	False	448,009
80	120-245	117-302	2-262	2.3%	0-098	0.3%	74%	False	False	336,412
100	120-245	117-302	2-262	2.3%	0-080	0.2%	74%	False	False	269,130
120	120-245	117-302	2-262	2.3%	0-066	0.2%	74%	False	False	224,275

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	121-060
2.618	120-249
1.618	120-169
1.000	120-120
0.618	120-089
HIGH	120-040
0.618	120-009
0.500	120-000
0.382	119-311
LOW	119-280
0.618	119-231
1.000	119-200
1.618	119-151
2.618	119-071
4.250	118-260

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	120-008	120-041
PP	120-004	120-031
S1	120-000	120-022

Download as Excel Spreadsheet

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

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