ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	121-107	121-035	-0-072	-0.2%	121-072
High	121-145	121-050	-0-095	-0.2%	121-145
Low	121-002	120-287	-0-035	-0.1%	120-277
Close	121-045	121-012	-0-033	-0.1%	121-045
Range	0-143	0-083	-0-060	-42.0%	0-188
ATR	0-148	0-143	-0-005	-3.1%	0-000
Volume	735,829	935,861	200,032	27.2%	2,901,498

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-259	121-218	121-058
R3	121-176	121-135	121-035
R2	121-093	121-093	121-027
R1	121-052	121-052	121-020	121-031
PP	121-010	121-010	121-010	120-319
S1	120-289	120-289	121-004	120-268
S2	120-247	120-247	120-317
S3	120-164	120-206	120-309
S4	120-081	120-123	120-286

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-293	122-197	121-148
R3	122-105	122-009	121-097
R2	121-237	121-237	121-079
R1	121-141	121-141	121-062	121-095
PP	121-049	121-049	121-049	121-026
S1	120-273	120-273	121-028	120-227
S2	120-181	120-181	121-011
S3	119-313	120-085	120-313
S4	119-125	119-217	120-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-145	120-277	0-188	0.5%	0-128	0.3%	29%	False	False	767,471
10	122-157	120-277	1-200	1.3%	0-155	0.4%	11%	False	False	840,116
20	122-157	119-275	2-202	2.2%	0-143	0.4%	45%	False	False	769,786
40	122-157	118-017	4-140	3.7%	0-132	0.3%	67%	False	False	686,462
60	122-157	118-017	4-140	3.7%	0-126	0.3%	67%	False	False	671,661
80	122-157	117-302	4-175	3.8%	0-119	0.3%	68%	False	False	522,942
100	122-157	117-302	4-175	3.8%	0-107	0.3%	68%	False	False	418,615
120	122-157	117-302	4-175	3.8%	0-090	0.2%	68%	False	False	348,846

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 19 trading days

Fibonacci Retracements and Extensions
4.250	122-083
2.618	121-267
1.618	121-184
1.000	121-133
0.618	121-101
HIGH	121-050
0.618	121-018
0.500	121-008
0.382	120-319
LOW	120-287
0.618	120-236
1.000	120-204
1.618	120-153
2.618	120-070
4.250	119-254

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	121-011	121-056
PP	121-010	121-041
S1	121-008	121-027

Download as Excel Spreadsheet

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

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