ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	120-307	121-052	0-065	0.2%	120-215
High	121-060	121-107	0-047	0.1%	121-115
Low	120-285	120-260	-0-025	-0.1%	120-127
Close	121-025	121-012	-0-013	0.0%	121-012
Range	0-095	0-167	0-072	75.8%	0-308
ATR	0-130	0-132	0-003	2.0%	0-000
Volume	702,979	1,004,087	301,108	42.8%	3,821,985

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-201	122-113	121-104
R3	122-034	121-266	121-058
R2	121-187	121-187	121-043
R1	121-099	121-099	121-027	121-060
PP	121-020	121-020	121-020	121-000
S1	120-252	120-252	120-317	120-212
S2	120-173	120-173	120-301
S3	120-006	120-085	120-286
S4	119-159	119-238	120-240

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-262	123-125	121-181
R3	122-274	122-137	121-097
R2	121-286	121-286	121-068
R1	121-149	121-149	121-040	121-218
PP	120-298	120-298	120-298	121-012
S1	120-161	120-161	120-304	120-230
S2	119-310	119-310	120-276
S3	119-002	119-173	120-247
S4	118-014	118-185	120-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-115	120-127	0-308	0.8%	0-148	0.4%	67%	False	False	764,397
10	121-115	119-275	1-160	1.2%	0-130	0.3%	79%	False	False	699,456
20	121-115	118-260	2-175	2.1%	0-141	0.4%	87%	False	False	749,482
40	121-115	118-017	3-098	2.7%	0-123	0.3%	90%	False	False	616,211
60	121-115	118-017	3-098	2.7%	0-114	0.3%	90%	False	False	557,132
80	121-115	117-302	3-133	2.8%	0-108	0.3%	91%	False	False	418,254
100	121-115	117-302	3-133	2.8%	0-092	0.2%	91%	False	False	334,603
120	121-115	117-302	3-133	2.8%	0-077	0.2%	91%	False	False	278,836

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

Fibonacci Retracements and Extensions
4.250	123-177
2.618	122-224
1.618	122-057
1.000	121-274
0.618	121-210
HIGH	121-107
0.618	121-043
0.500	121-024
0.382	121-004
LOW	120-260
0.618	120-157
1.000	120-093
1.618	119-310
2.618	119-143
4.250	118-190

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	121-024	121-022
PP	121-020	121-019
S1	121-016	121-016

Download as Excel Spreadsheet

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

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