ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 17-Feb-2016

Day Change Summary
	Previous	Current
	16-Feb-2016	17-Feb-2016	Change	Change %	Previous Week
Open	121-072	121-082	0-010	0.0%	121-017
High	121-120	121-130	0-010	0.0%	122-157
Low	121-010	120-277	-0-053	-0.1%	120-297
Close	121-075	121-000	-0-075	-0.2%	121-100
Range	0-110	0-173	0-063	57.3%	1-180
ATR	0-147	0-149	0-002	1.3%	0-000
Volume	725,875	782,925	57,050	7.9%	4,563,808

Daily Pivots for day following 17-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-228	122-127	121-095
R3	122-055	121-274	121-048
R2	121-202	121-202	121-032
R1	121-101	121-101	121-016	121-065
PP	121-029	121-029	121-029	121-011
S1	120-248	120-248	120-304	120-212
S2	120-176	120-176	120-288
S3	120-003	120-075	120-272
S4	119-150	119-222	120-225

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	120-277	1-200	1.3%	0-176	0.5%	8%	False	True	860,633
10	122-157	120-250	1-227	1.4%	0-164	0.4%	13%	False	False	872,145
20	122-157	119-265	2-212	2.2%	0-146	0.4%	44%	False	False	768,472
40	122-157	118-017	4-140	3.7%	0-130	0.3%	66%	False	False	655,684
60	122-157	118-017	4-140	3.7%	0-124	0.3%	66%	False	False	656,653
80	122-157	117-302	4-175	3.8%	0-117	0.3%	67%	False	False	494,038
100	122-157	117-302	4-175	3.8%	0-104	0.3%	67%	False	False	395,330
120	122-157	117-302	4-175	3.8%	0-087	0.2%	67%	False	False	329,441

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-225
2.618	122-263
1.618	122-090
1.000	121-303
0.618	121-237
HIGH	121-130
0.618	121-064
0.500	121-044
0.382	121-023
LOW	120-277
0.618	120-170
1.000	120-104
1.618	119-317
2.618	119-144
4.250	118-182

Fisher Pivots for day following 17-Feb-2016
Pivot	1 day	3 day
R1	121-044	121-102
PP	121-029	121-068
S1	121-014	121-034

Download as Excel Spreadsheet

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

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