ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	119-305	119-273	-0-032	-0.1%	118-313
High	120-038	119-307	-0-050	-0.1%	119-282
Low	119-305	119-250	-0-055	-0.1%	118-313
Close	119-307	119-285	-0-022	-0.1%	119-227
Range	0-053	0-057	0-005	9.4%	0-290
ATR
Volume	1,038	7,736	6,698	645.3%	2,924

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-133	120-107	119-317
R3	120-076	120-049	119-301
R2	120-018	120-018	119-296
R1	119-312	119-312	119-290	120-005
PP	119-281	119-281	119-281	119-287
S1	119-254	119-254	119-280	119-268
S2	119-223	119-223	119-274
S3	119-166	119-197	119-269
S4	119-108	119-139	119-253

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-077	121-282	120-067
R3	121-107	120-312	119-307
R2	120-137	120-137	119-281
R1	120-022	120-022	119-254	120-080
PP	119-167	119-167	119-167	119-196
S1	119-053	119-053	119-201	119-110
S2	118-198	118-198	119-174
S3	117-228	118-083	119-148
S4	116-258	117-113	119-068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-038	119-107	0-250	0.7%	0-040	0.1%	71%	False	False	2,687
10	120-038	118-182	1-175	1.3%	0-042	0.1%	85%	False	False	1,438

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-232
2.618	120-138
1.618	120-080
1.000	120-045
0.618	120-023
HIGH	119-307
0.618	119-286
0.500	119-279
0.382	119-272
LOW	119-250
0.618	119-214
1.000	119-193
1.618	119-157
2.618	119-100
4.250	119-006

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	119-283	119-282
PP	119-281	119-279
S1	119-279	119-276

Download as Excel Spreadsheet

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

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