ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	121-082	121-010	-0-072	-0.2%	121-017
High	121-130	121-110	-0-020	-0.1%	122-157
Low	120-277	120-297	0-020	0.1%	120-297
Close	121-000	121-075	0-075	0.2%	121-100
Range	0-173	0-133	-0-040	-23.1%	1-180
ATR	0-149	0-148	-0-001	-0.8%	0-000
Volume	782,925	656,869	-126,056	-16.1%	4,563,808

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-133	122-077	121-148
R3	122-000	121-264	121-112
R2	121-187	121-187	121-099
R1	121-131	121-131	121-087	121-159
PP	121-054	121-054	121-054	121-068
S1	120-318	120-318	121-063	121-026
S2	120-241	120-241	121-051
S3	120-108	120-185	121-038
S4	119-295	120-052	121-002

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%	0-174	0.4%	23%	False	False	830,214
10	122-157	120-260	1-217	1.4%	0-159	0.4%	25%	False	False	843,654
20	122-157	119-265	2-212	2.2%	0-143	0.4%	53%	False	False	757,882
40	122-157	118-017	4-140	3.7%	0-131	0.3%	72%	False	False	661,761
60	122-157	118-017	4-140	3.7%	0-125	0.3%	72%	False	False	664,714
80	122-157	117-302	4-175	3.7%	0-118	0.3%	72%	False	False	502,106
100	122-157	117-302	4-175	3.7%	0-105	0.3%	72%	False	False	401,898
120	122-157	117-302	4-175	3.7%	0-088	0.2%	72%	False	False	334,915

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-035
2.618	122-138
1.618	122-005
1.000	121-243
0.618	121-192
HIGH	121-110
0.618	121-059
0.500	121-044
0.382	121-028
LOW	120-297
0.618	120-215
1.000	120-164
1.618	120-082
2.618	119-269
4.250	119-052

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	121-064	121-064
PP	121-054	121-054
S1	121-044	121-044

Download as Excel Spreadsheet

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

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