ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	12-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	121-220	121-072	-0-148	-0.4%	121-017
High	121-247	121-120	-0-127	-0.3%	122-157
Low	121-067	121-010	-0-057	-0.1%	120-297
Close	121-100	121-075	-0-025	-0.1%	121-100
Range	0-180	0-110	-0-070	-38.9%	1-180
ATR	0-150	0-147	-0-003	-1.9%	0-000
Volume	811,843	725,875	-85,968	-10.6%	4,563,808

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-078	122-027	121-136
R3	121-288	121-237	121-105
R2	121-178	121-178	121-095
R1	121-127	121-127	121-085	121-152
PP	121-068	121-068	121-068	121-081
S1	121-017	121-017	121-065	121-042
S2	120-278	120-278	121-055
S3	120-168	120-227	121-045
S4	120-058	120-117	121-014

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	121-010	1-147	1.2%	0-163	0.4%	14%	False	True	899,945
10	122-157	120-152	2-005	1.7%	0-164	0.4%	38%	False	False	857,368
20	122-157	119-250	2-227	2.2%	0-143	0.4%	54%	False	False	764,686
40	122-157	118-017	4-140	3.7%	0-127	0.3%	72%	False	False	651,431
60	122-157	118-017	4-140	3.7%	0-123	0.3%	72%	False	False	643,604
80	122-157	117-302	4-175	3.7%	0-116	0.3%	72%	False	False	484,354
100	122-157	117-302	4-175	3.7%	0-102	0.3%	72%	False	False	387,500
120	122-157	117-302	4-175	3.7%	0-085	0.2%	72%	False	False	322,917

Crabel Price Patterns
NR	True
NR4	True
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	0-036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-268
2.618	122-088
1.618	121-298
1.000	121-230
0.618	121-188
HIGH	121-120
0.618	121-078
0.500	121-065
0.382	121-052
LOW	121-010
0.618	120-262
1.000	120-220
1.618	120-152
2.618	120-042
4.250	119-182

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	121-072	121-244
PP	121-068	121-187
S1	121-065	121-131

Download as Excel Spreadsheet

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

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