ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 10-Feb-2016

Day Change Summary
	Previous	Current
	09-Feb-2016	10-Feb-2016	Change	Change %	Previous Week
Open	121-155	121-170	0-015	0.0%	120-215
High	121-252	121-227	-0-025	-0.1%	121-115
Low	121-142	121-082	-0-060	-0.2%	120-127
Close	121-170	121-190	0-020	0.1%	121-012
Range	0-110	0-145	0-035	31.8%	0-308
ATR	0-136	0-136	0-001	0.5%	0-000
Volume	979,483	808,964	-170,519	-17.4%	3,821,985

Daily Pivots for day following 10-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-281	122-221	121-270
R3	122-136	122-076	121-230
R2	121-311	121-311	121-217
R1	121-251	121-251	121-203	121-281
PP	121-166	121-166	121-166	121-182
S1	121-106	121-106	121-177	121-136
S2	121-021	121-021	121-163
S3	120-196	120-281	121-150
S4	120-051	120-136	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	120-260	0-312	0.8%	0-144	0.4%	80%	False	False	857,094
10	121-252	120-022	1-230	1.4%	0-144	0.4%	89%	False	False	794,652
20	121-252	119-100	2-152	2.0%	0-139	0.4%	92%	False	False	763,879
40	121-252	118-017	3-235	3.1%	0-124	0.3%	95%	False	False	630,571
60	121-252	118-017	3-235	3.1%	0-118	0.3%	95%	False	False	599,376
80	121-252	117-302	3-270	3.2%	0-110	0.3%	95%	False	False	450,463
100	121-252	117-302	3-270	3.2%	0-096	0.2%	95%	False	False	360,388
120	121-252	117-302	3-270	3.2%	0-080	0.2%	95%	False	False	300,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-203
2.618	122-287
1.618	122-142
1.000	122-052
0.618	121-317
HIGH	121-227
0.618	121-172
0.500	121-154
0.382	121-137
LOW	121-082
0.618	120-312
1.000	120-257
1.618	120-167
2.618	120-022
4.250	119-106

Fisher Pivots for day following 10-Feb-2016
Pivot	1 day	3 day
R1	121-178	121-165
PP	121-166	121-140
S1	121-154	121-114

Download as Excel Spreadsheet

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

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