ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	119-305	120-058	0-073	0.2%	119-218
High	120-022	120-130	0-108	0.3%	120-130
Low	119-305	120-055	0-070	0.2%	119-218
Close	120-022	120-130	0-108	0.3%	120-130
Range	0-038	0-075	0-038	100.0%	0-233
ATR	0-069	0-071	0-003	4.0%	0-000
Volume	4,300	6,508	2,208	51.3%	22,531

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-010	120-305	120-171
R3	120-255	120-230	120-151
R2	120-180	120-180	120-144
R1	120-155	120-155	120-137	120-168
PP	120-105	120-105	120-105	120-111
S1	120-080	120-080	120-123	120-093
S2	120-030	120-030	120-116
S3	119-275	120-005	120-109
S4	119-200	119-250	120-089

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-110	122-033	120-258
R3	121-198	121-120	120-194
R2	120-285	120-285	120-173
R1	120-208	120-208	120-151	120-246
PP	120-053	120-053	120-053	120-072
S1	119-295	119-295	120-109	120-014
S2	119-140	119-140	120-087
S3	118-227	119-062	120-066
S4	117-315	118-150	120-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-130	119-218	0-233	0.6%	0-052	0.1%	100%	True	False	4,506
10	120-130	119-190	0-260	0.7%	0-055	0.1%	100%	True	False	4,130

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-007
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-129
2.618	121-006
1.618	120-251
1.000	120-205
0.618	120-176
HIGH	120-130
0.618	120-101
0.500	120-093
0.382	120-084
LOW	120-055
0.618	120-009
1.000	119-300
1.618	119-254
2.618	119-179
4.250	119-056

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	120-118	120-093
PP	120-105	120-057
S1	120-093	120-020

Download as Excel Spreadsheet

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

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