ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	121-017	121-155	0-138	0.4%	120-215
High	121-180	121-252	0-072	0.2%	121-115
Low	120-297	121-142	0-165	0.4%	120-127
Close	121-177	121-170	-0-007	0.0%	121-012
Range	0-203	0-110	-0-093	-45.8%	0-308
ATR	0-137	0-136	-0-002	-1.4%	0-000
Volume	789,957	979,483	189,526	24.0%	3,821,985

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-198	122-134	121-230
R3	122-088	122-024	121-200
R2	121-298	121-298	121-190
R1	121-234	121-234	121-180	121-266
PP	121-188	121-188	121-188	121-204
S1	121-124	121-124	121-160	121-156
S2	121-078	121-078	121-150
S3	120-288	121-014	121-140
S4	120-178	120-224	121-110

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	121-252	120-250	1-002	0.8%	0-152	0.4%	75%	True	False	883,657
10	121-252	119-275	1-297	1.6%	0-143	0.4%	87%	True	False	780,675
20	121-252	119-042	2-210	2.2%	0-140	0.4%	90%	True	False	758,299
40	121-252	118-017	3-235	3.1%	0-126	0.3%	93%	True	False	631,815
60	121-252	118-017	3-235	3.1%	0-117	0.3%	93%	True	False	586,323
80	121-252	117-302	3-270	3.2%	0-110	0.3%	93%	True	False	440,351
100	121-252	117-302	3-270	3.2%	0-095	0.2%	93%	True	False	352,298
120	121-252	117-302	3-270	3.2%	0-079	0.2%	93%	True	False	293,581

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	0-033
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-080
2.618	122-220
1.618	122-110
1.000	122-042
0.618	122-000
HIGH	121-252
0.618	121-210
0.500	121-197
0.382	121-184
LOW	121-142
0.618	121-074
1.000	121-032
1.618	120-284
2.618	120-174
4.250	119-314

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	121-197	121-145
PP	121-188	121-121
S1	121-179	121-096

Download as Excel Spreadsheet

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

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