ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	119-280	119-275	-0-005	0.0%	119-230
High	119-287	119-298	0-010	0.0%	120-038
Low	119-235	119-230	-0-005	0.0%	119-190
Close	119-287	119-298	0-010	0.0%	119-220
Range	0-052	0-067	0-015	28.6%	0-167
ATR	0-071	0-071	0-000	-0.3%	0-000
Volume	2,955	3,024	69	2.3%	18,385

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-157	120-135	120-015
R3	120-090	120-067	119-316
R2	120-022	120-022	119-310
R1	120-000	120-000	119-304	120-011
PP	119-275	119-275	119-275	119-281
S1	119-253	119-253	119-291	119-264
S2	119-208	119-208	119-285
S3	119-140	119-185	119-279
S4	119-073	119-118	119-260

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	119-307	119-190	0-117	0.3%	0-058	0.2%	92%	False	False	5,359
10	120-038	119-030	1-007	0.9%	0-056	0.1%	82%	False	False	3,291

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	0-006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-264
2.618	120-154
1.618	120-087
1.000	120-045
0.618	120-019
HIGH	119-298
0.618	119-272
0.500	119-264
0.382	119-256
LOW	119-230
0.618	119-188
1.000	119-163
1.618	119-121
2.618	119-053
4.250	118-263

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	119-286	119-284
PP	119-275	119-271
S1	119-264	119-258

Download as Excel Spreadsheet

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

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