ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	121-160	121-210	0-050	0.1%	120-130
High	121-175	122-145	0-290	0.7%	121-027
Low	121-042	121-187	0-145	0.4%	120-045
Close	121-150	121-233	0-082	0.2%	120-262
Range	0-133	0-278	0-145	109.4%	0-302
ATR	0-097	0-113	0-016	16.0%	0-000
Volume	28,646	50,719	22,073	77.1%	69,149

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-168	123-318	122-065
R3	123-210	123-040	121-309
R2	122-253	122-253	121-283
R1	122-083	122-083	121-258	122-168
PP	121-295	121-295	121-295	122-017
S1	121-125	121-125	121-207	121-210
S2	121-017	121-017	121-182
S3	120-060	120-167	121-156
S4	119-102	119-210	121-080

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	122-145	120-202	1-262	1.5%	0-151	0.4%	60%	True	False	36,902
10	122-145	120-045	2-100	1.9%	0-130	0.3%	69%	True	False	23,657
20	122-145	119-107	3-038	2.6%	0-088	0.2%	77%	True	False	13,668

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	0-016
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	126-044
2.618	124-231
1.618	123-274
1.000	123-102
0.618	122-316
HIGH	122-145
0.618	122-039
0.500	122-006
0.382	121-293
LOW	121-187
0.618	121-016
1.000	120-230
1.618	120-058
2.618	119-101
4.250	117-288

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	122-006	121-254
PP	121-295	121-247
S1	121-264	121-240

Download as Excel Spreadsheet

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

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