ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 26-Jan-2016

Day Change Summary
	Previous	Current
	25-Jan-2016	26-Jan-2016	Change	Change %	Previous Week
Open	119-218	119-280	0-062	0.2%	119-230
High	119-247	119-287	0-040	0.1%	120-038
Low	119-218	119-235	0-018	0.0%	119-190
Close	119-238	119-287	0-050	0.1%	119-220
Range	0-030	0-052	0-022	75.0%	0-167
ATR	0-072	0-071	-0-001	-1.9%	0-000
Volume	5,744	2,955	-2,789	-48.6%	18,385

Daily Pivots for day following 26-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-107	120-090	119-316
R3	120-055	120-037	119-302
R2	120-002	120-002	119-297
R1	119-305	119-305	119-292	119-314
PP	119-270	119-270	119-270	119-274
S1	119-253	119-253	119-283	119-261
S2	119-218	119-218	119-278
S3	119-165	119-200	119-273
S4	119-113	119-148	119-259

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-118	121-017	119-312
R3	120-271	120-169	119-266
R2	120-103	120-103	119-251
R1	120-002	120-002	119-235	119-289
PP	119-256	119-256	119-256	119-239
S1	119-154	119-154	119-205	119-121
S2	119-088	119-088	119-189
S3	118-241	118-307	119-174
S4	118-073	118-139	119-128

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-038	119-190	0-167	0.4%	0-055	0.1%	58%	False	False	4,962
10	120-038	119-030	1-007	0.9%	0-051	0.1%	79%	False	False	3,000

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	0-004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-191
2.618	120-105
1.618	120-052
1.000	120-020
0.618	120-000
HIGH	119-287
0.618	119-267
0.500	119-261
0.382	119-255
LOW	119-235
0.618	119-203
1.000	119-183
1.618	119-150
2.618	119-098
4.250	119-012

Fisher Pivots for day following 26-Jan-2016
Pivot	1 day	3 day
R1	119-279	119-271
PP	119-270	119-255
S1	119-261	119-239

Download as Excel Spreadsheet

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

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