ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 08-Feb-2016

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	121-052	121-017	-0-035	-0.1%	120-215
High	121-107	121-180	0-073	0.2%	121-115
Low	120-260	120-297	0-037	0.1%	120-127
Close	121-012	121-177	0-165	0.4%	121-012
Range	0-167	0-203	0-036	21.6%	0-308
ATR	0-132	0-137	0-005	3.8%	0-000
Volume	1,004,087	789,957	-214,130	-21.3%	3,821,985

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-080	123-012	121-289
R3	122-197	122-129	121-233
R2	121-314	121-314	121-214
R1	121-246	121-246	121-196	121-280
PP	121-111	121-111	121-111	121-128
S1	121-043	121-043	121-158	121-077
S2	120-228	120-228	121-140
S3	120-025	120-160	121-121
S4	119-142	119-277	121-065

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	121-180	120-152	1-028	0.9%	0-165	0.4%	99%	True	False	814,791
10	121-180	119-275	1-225	1.4%	0-143	0.4%	99%	True	False	733,734
20	121-180	119-042	2-138	2.0%	0-141	0.4%	100%	True	False	742,659
40	121-180	118-017	3-163	2.9%	0-125	0.3%	100%	True	False	619,018
60	121-180	118-017	3-163	2.9%	0-116	0.3%	100%	True	False	569,998
80	121-180	117-302	3-198	3.0%	0-110	0.3%	100%	True	False	428,113
100	121-180	117-302	3-198	3.0%	0-094	0.2%	100%	True	False	342,503
120	121-180	117-302	3-198	3.0%	0-078	0.2%	100%	True	False	285,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	124-083
2.618	123-071
1.618	122-188
1.000	122-063
0.618	121-305
HIGH	121-180
0.618	121-102
0.500	121-078
0.382	121-055
LOW	120-297
0.618	120-172
1.000	120-094
1.618	119-289
2.618	119-086
4.250	118-074

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	121-144	121-138
PP	121-111	121-099
S1	121-078	121-060

Download as Excel Spreadsheet

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

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