ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	121-170	121-230	0-060	0.2%	120-215
High	121-227	122-157	0-250	0.6%	121-115
Low	121-082	121-205	0-123	0.3%	120-127
Close	121-190	121-257	0-067	0.2%	121-012
Range	0-145	0-272	0-127	87.6%	0-308
ATR	0-136	0-147	0-011	7.9%	0-000
Volume	808,964	1,173,561	364,597	45.1%	3,821,985

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-169	124-005	122-087
R3	123-217	123-053	122-012
R2	122-265	122-265	121-307
R1	122-101	122-101	121-282	122-183
PP	121-313	121-313	121-313	122-034
S1	121-149	121-149	121-232	121-231
S2	121-041	121-041	121-207
S3	120-089	120-197	121-182
S4	119-137	119-245	121-107

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	122-157	120-260	1-217	1.4%	0-179	0.5%	59%	True	False	951,210
10	122-157	120-090	2-067	1.8%	0-161	0.4%	69%	True	False	838,318
20	122-157	119-172	2-305	2.4%	0-144	0.4%	77%	True	False	777,723
40	122-157	118-017	4-140	3.6%	0-127	0.3%	85%	True	False	643,290
60	122-157	118-017	4-140	3.6%	0-121	0.3%	85%	True	False	618,722
80	122-157	117-302	4-175	3.7%	0-113	0.3%	85%	True	False	465,133
100	122-157	117-302	4-175	3.7%	0-099	0.3%	85%	True	False	372,123
120	122-157	117-302	4-175	3.7%	0-083	0.2%	85%	True	False	310,103

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	0-033
Widest range in 180 trading days

Fibonacci Retracements and Extensions
4.250	126-033
2.618	124-229
1.618	123-277
1.000	123-109
0.618	123-005
HIGH	122-157
0.618	122-053
0.500	122-021
0.382	121-309
LOW	121-205
0.618	121-037
1.000	120-253
1.618	120-085
2.618	119-133
4.250	118-009

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	122-021	121-280
PP	121-313	121-272
S1	121-285	121-264

Download as Excel Spreadsheet

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

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