ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	120-240	120-300	0-060	0.2%	120-130
High	120-290	121-005	0-035	0.1%	121-027
Low	120-215	120-202	-0-013	0.0%	120-045
Close	120-270	120-262	-0-008	0.0%	120-262
Range	0-075	0-122	0-047	63.3%	0-302
ATR	0-085	0-088	0-003	3.1%	0-000
Volume	4,882	23,597	18,715	383.3%	69,149

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-311	121-249	121-010
R3	121-188	121-127	120-296
R2	121-066	121-066	120-285
R1	121-004	121-004	120-274	120-294
PP	120-263	120-263	120-263	120-248
S1	120-202	120-202	120-251	120-171
S2	120-141	120-141	120-240
S3	120-018	120-079	120-229
S4	119-216	119-277	120-195

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-166	123-037	121-109
R3	122-183	122-054	121-026
R2	121-201	121-201	120-318
R1	121-072	121-072	120-290	121-136
PP	120-218	120-218	120-218	120-251
S1	120-089	120-089	120-235	120-154
S2	119-236	119-236	120-207
S3	118-253	119-107	120-179
S4	117-271	118-124	120-096

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%	0-117	0.3%	72%	False	False	13,829
10	121-027	119-218	1-130	1.2%	0-085	0.2%	81%	False	False	9,168
20	121-027	118-307	2-040	1.8%	0-065	0.2%	88%	False	False	5,650

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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-206
2.618	122-006
1.618	121-203
1.000	121-127
0.618	121-081
HIGH	121-005
0.618	120-278
0.500	120-264
0.382	120-249
LOW	120-202
0.618	120-127
1.000	120-080
1.618	120-004
2.618	119-202
4.250	119-002

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	120-264	120-269
PP	120-263	120-267
S1	120-263	120-265

Download as Excel Spreadsheet

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

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