ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	120-225	120-240	0-015	0.0%	119-218
High	121-027	120-290	-0-057	-0.1%	120-130
Low	120-190	120-215	0-025	0.1%	119-218
Close	120-230	120-270	0-040	0.1%	120-130
Range	0-157	0-075	-0-082	-52.4%	0-233
ATR	0-086	0-085	-0-001	-0.9%	0-000
Volume	21,115	4,882	-16,233	-76.9%	22,531

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-163	121-132	120-311
R3	121-088	121-057	120-291
R2	121-013	121-013	120-284
R1	120-302	120-302	120-277	120-318
PP	120-258	120-258	120-258	120-266
S1	120-227	120-227	120-263	120-243
S2	120-183	120-183	120-256
S3	120-108	120-152	120-249
S4	120-033	120-077	120-229

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	120-045	0-302	0.8%	0-108	0.3%	74%	False	False	10,412
10	121-027	119-190	1-157	1.2%	0-081	0.2%	84%	False	False	7,542
20	121-027	118-182	2-165	2.1%	0-062	0.2%	90%	False	False	4,490

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

Fibonacci Retracements and Extensions
4.250	121-289
2.618	121-166
1.618	121-091
1.000	121-045
0.618	121-016
HIGH	120-290
0.618	120-261
0.500	120-253
0.382	120-244
LOW	120-215
0.618	120-169
1.000	120-140
1.618	120-094
2.618	120-019
4.250	119-216

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	120-264	120-251
PP	120-258	120-233
S1	120-253	120-214

Download as Excel Spreadsheet

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

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