ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	120-055	120-082	0-027	0.1%	120-015
High	120-087	120-125	0-038	0.1%	120-152
Low	119-275	120-022	0-067	0.2%	119-250
Close	120-072	120-112	0-040	0.1%	119-317
Range	0-132	0-103	-0-029	-22.0%	0-222
ATR	0-124	0-122	-0-001	-1.2%	0-000
Volume	669,193	736,905	67,712	10.1%	3,009,482

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-075	121-037	120-169
R3	120-292	120-254	120-140
R2	120-189	120-189	120-131
R1	120-151	120-151	120-121	120-170
PP	120-086	120-086	120-086	120-096
S1	120-048	120-048	120-103	120-067
S2	119-303	119-303	120-093
S3	119-200	119-265	120-084
S4	119-097	119-162	120-055

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	120-125	119-265	0-180	0.5%	0-110	0.3%	93%	True	False	588,683
10	120-152	119-172	0-300	0.8%	0-128	0.3%	87%	False	False	717,128
20	120-152	118-017	2-135	2.0%	0-128	0.3%	95%	False	False	673,454
40	120-152	118-017	2-135	2.0%	0-122	0.3%	95%	False	False	603,361
60	120-152	117-302	2-170	2.1%	0-111	0.3%	95%	False	False	479,945
80	120-227	117-302	2-245	2.3%	0-101	0.3%	87%	False	False	360,364
100	120-245	117-302	2-262	2.3%	0-083	0.2%	85%	False	False	288,291
120	120-245	117-302	2-262	2.3%	0-069	0.2%	85%	False	False	240,243

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-243
2.618	121-075
1.618	120-292
1.000	120-228
0.618	120-189
HIGH	120-125
0.618	120-086
0.500	120-074
0.382	120-061
LOW	120-022
0.618	119-278
1.000	119-239
1.618	119-175
2.618	119-072
4.250	118-224

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	120-099	120-088
PP	120-086	120-064
S1	120-074	120-040

Download as Excel Spreadsheet

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

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