ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	120-317	120-307	-0-010	0.0%	119-305
High	121-115	121-060	-0-055	-0.1%	120-232
Low	120-250	120-285	0-035	0.1%	119-275
Close	120-307	121-025	0-038	0.1%	120-215
Range	0-185	0-095	-0-090	-48.6%	0-277
ATR	0-132	0-130	-0-003	-2.0%	0-000
Volume	941,782	702,979	-238,803	-25.4%	3,172,582

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-302	121-258	121-077
R3	121-207	121-163	121-051
R2	121-112	121-112	121-042
R1	121-068	121-068	121-034	121-090
PP	121-017	121-017	121-017	121-028
S1	120-293	120-293	121-016	120-315
S2	120-242	120-242	121-008
S3	120-147	120-198	120-319
S4	120-052	120-103	120-293

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-005	122-227	121-047
R3	122-048	121-270	120-291
R2	121-091	121-091	120-266
R1	120-313	120-313	120-240	121-042
PP	120-134	120-134	120-134	120-158
S1	120-036	120-036	120-190	120-085
S2	119-177	119-177	120-164
S3	118-220	119-079	120-139
S4	117-263	118-122	120-063

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-115	120-090	1-025	0.9%	0-143	0.4%	74%	False	False	725,425
10	121-115	119-265	1-170	1.3%	0-126	0.3%	82%	False	False	657,054
20	121-115	118-260	2-175	2.1%	0-140	0.4%	89%	False	False	737,999
40	121-115	118-017	3-098	2.7%	0-121	0.3%	91%	False	False	605,220
60	121-115	117-302	3-133	2.8%	0-112	0.3%	92%	False	False	540,397
80	121-115	117-302	3-133	2.8%	0-106	0.3%	92%	False	False	405,703
100	121-115	117-302	3-133	2.8%	0-090	0.2%	92%	False	False	324,563
120	121-115	117-302	3-133	2.8%	0-075	0.2%	92%	False	False	270,469

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	0-031
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-144
2.618	121-309
1.618	121-214
1.000	121-155
0.618	121-119
HIGH	121-060
0.618	121-024
0.500	121-012
0.382	121-001
LOW	120-285
0.618	120-226
1.000	120-190
1.618	120-131
2.618	120-036
4.250	119-201

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	121-021	121-008
PP	121-017	120-311
S1	121-012	120-294

Download as Excel Spreadsheet

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

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