ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	120-080	120-225	0-145	0.4%	119-218
High	120-227	121-027	0-120	0.3%	120-130
Low	120-080	120-190	0-110	0.3%	119-218
Close	120-218	120-230	0-013	0.0%	120-130
Range	0-147	0-157	0-010	6.8%	0-233
ATR	0-080	0-086	0-006	6.9%	0-000
Volume	11,102	21,115	10,013	90.2%	22,531

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-088	121-317	120-317
R3	121-251	121-159	120-273
R2	121-093	121-093	120-259
R1	121-002	121-002	120-244	121-047
PP	120-256	120-256	120-256	120-279
S1	120-164	120-164	120-216	120-210
S2	120-098	120-098	120-201
S3	119-261	120-007	120-187
S4	119-103	119-169	120-143

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	121-027	119-305	1-042	0.9%	0-100	0.3%	68%	True	False	10,295
10	121-027	119-190	1-157	1.2%	0-079	0.2%	75%	True	False	7,827
20	121-027	118-120	2-227	2.2%	0-060	0.2%	86%	True	False	4,276

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	123-057
2.618	122-120
1.618	121-282
1.000	121-185
0.618	121-125
HIGH	121-027
0.618	120-287
0.500	120-269
0.382	120-250
LOW	120-190
0.618	120-093
1.000	120-033
1.618	119-255
2.618	119-098
4.250	118-161

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	120-269	120-219
PP	120-256	120-207
S1	120-243	120-196

Download as Excel Spreadsheet

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

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