ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 26-Jan-2016

Day Change Summary
	Previous	Current
	25-Jan-2016	26-Jan-2016	Change	Change %	Previous Week
Open	119-305	120-037	0-052	0.1%	120-015
High	120-040	120-110	0-070	0.2%	120-152
Low	119-280	120-002	0-042	0.1%	119-250
Close	120-012	120-060	0-048	0.1%	119-317
Range	0-080	0-108	0-028	35.0%	0-222
ATR	0-124	0-123	-0-001	-0.9%	0-000
Volume	447,177	510,076	62,899	14.1%	3,009,482

Daily Pivots for day following 26-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-061	121-009	120-119
R3	120-273	120-221	120-090
R2	120-165	120-165	120-080
R1	120-113	120-113	120-070	120-139
PP	120-057	120-057	120-057	120-070
S1	120-005	120-005	120-050	120-031
S2	119-269	119-269	120-040
S3	119-161	119-217	120-030
S4	119-053	119-109	120-001

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	119-265	0-207	0.5%	0-121	0.3%	56%	False	False	651,906
10	120-152	119-042	1-110	1.1%	0-138	0.4%	79%	False	False	735,924
20	120-152	118-017	2-135	2.0%	0-127	0.3%	88%	False	False	631,830
40	120-152	118-017	2-135	2.0%	0-119	0.3%	88%	False	False	593,059
60	120-152	117-302	2-170	2.1%	0-110	0.3%	89%	False	False	456,510
80	120-245	117-302	2-262	2.3%	0-100	0.3%	80%	False	False	342,788
100	120-245	117-302	2-262	2.3%	0-081	0.2%	80%	False	False	274,230
120	120-245	117-302	2-262	2.3%	0-067	0.2%	80%	False	False	228,525

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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-249
2.618	121-073
1.618	120-285
1.000	120-218
0.618	120-177
HIGH	120-110
0.618	120-069
0.500	120-056
0.382	120-043
LOW	120-002
0.618	119-255
1.000	119-214
1.618	119-147
2.618	119-039
4.250	118-183

Fisher Pivots for day following 26-Jan-2016
Pivot	1 day	3 day
R1	120-059	120-049
PP	120-057	120-038
S1	120-056	120-028

Download as Excel Spreadsheet

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

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