ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	121-230	121-220	-0-010	0.0%	121-017
High	122-157	121-247	-0-230	-0.6%	122-157
Low	121-205	121-067	-0-138	-0.4%	120-297
Close	121-257	121-100	-0-157	-0.4%	121-100
Range	0-272	0-180	-0-092	-33.8%	1-180
ATR	0-147	0-150	0-003	2.1%	0-000
Volume	1,173,561	811,843	-361,718	-30.8%	4,563,808

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-038	122-249	121-199
R3	122-178	122-069	121-150
R2	121-318	121-318	121-133
R1	121-209	121-209	121-116	121-174
PP	121-138	121-138	121-138	121-120
S1	121-029	121-029	121-084	120-314
S2	120-278	120-278	121-067
S3	120-098	120-169	121-050
S4	119-238	119-309	121-001

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-085	125-112	122-055
R3	124-225	123-252	121-238
R2	123-045	123-045	121-192
R1	122-072	122-072	121-146	122-218
PP	121-185	121-185	121-185	121-258
S1	120-212	120-212	121-054	121-038
S2	120-005	120-005	121-008
S3	118-145	119-032	120-282
S4	116-285	117-172	120-145

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-157	120-297	1-180	1.3%	0-182	0.5%	25%	False	False	912,761
10	122-157	120-127	2-030	1.7%	0-165	0.4%	44%	False	False	838,579
20	122-157	119-212	2-265	2.3%	0-148	0.4%	58%	False	False	780,801
40	122-157	118-017	4-140	3.7%	0-129	0.3%	73%	False	False	650,607
60	122-157	118-017	4-140	3.7%	0-123	0.3%	73%	False	False	631,507
80	122-157	117-302	4-175	3.7%	0-115	0.3%	74%	False	False	475,281
100	122-157	117-302	4-175	3.7%	0-101	0.3%	74%	False	False	380,242
120	122-157	117-302	4-175	3.7%	0-084	0.2%	74%	False	False	316,868

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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-052
2.618	123-078
1.618	122-218
1.000	122-107
0.618	122-038
HIGH	121-247
0.618	121-178
0.500	121-157
0.382	121-136
LOW	121-067
0.618	120-276
1.000	120-207
1.618	120-096
2.618	119-236
4.250	118-262

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	121-157	121-272
PP	121-138	121-215
S1	121-119	121-157

Download as Excel Spreadsheet

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

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