ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	120-037	120-055	0-018	0.0%	120-015
High	120-110	120-087	-0-023	-0.1%	120-152
Low	120-002	119-275	-0-047	-0.1%	119-250
Close	120-060	120-072	0-012	0.0%	119-317
Range	0-108	0-132	0-024	22.2%	0-222
ATR	0-123	0-124	0-001	0.5%	0-000
Volume	510,076	669,193	159,117	31.2%	3,009,482

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-114	121-065	120-145
R3	120-302	120-253	120-108
R2	120-170	120-170	120-096
R1	120-121	120-121	120-084	120-146
PP	120-038	120-038	120-038	120-050
S1	119-309	119-309	120-060	120-014
S2	119-226	119-226	120-048
S3	119-094	119-177	120-036
S4	118-282	119-045	119-319

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	120-137	119-265	0-192	0.5%	0-111	0.3%	66%	False	False	612,011
10	120-152	119-100	1-052	1.0%	0-134	0.3%	78%	False	False	733,105
20	120-152	118-017	2-135	2.0%	0-130	0.3%	90%	False	False	655,882
40	120-152	118-017	2-135	2.0%	0-121	0.3%	90%	False	False	599,732
60	120-152	117-302	2-170	2.1%	0-111	0.3%	90%	False	False	467,664
80	120-245	117-302	2-262	2.3%	0-101	0.3%	81%	False	False	351,153
100	120-245	117-302	2-262	2.3%	0-082	0.2%	81%	False	False	280,922
120	120-245	117-302	2-262	2.3%	0-068	0.2%	81%	False	False	234,102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-008
2.618	121-113
1.618	120-301
1.000	120-219
0.618	120-169
HIGH	120-087
0.618	120-037
0.500	120-021
0.382	120-005
LOW	119-275
0.618	119-193
1.000	119-143
1.618	119-061
2.618	118-249
4.250	118-034

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	120-055	120-059
PP	120-038	120-046
S1	120-021	120-032

Download as Excel Spreadsheet

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

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