ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	121-210	121-187	-0-023	-0.1%	120-318
High	122-145	121-220	-0-245	-0.6%	122-145
Low	121-187	121-035	-0-152	-0.4%	120-318
Close	121-233	121-062	-0-170	-0.4%	121-062
Range	0-278	0-185	-0-093	-33.3%	1-147
ATR	0-113	0-119	0-006	5.4%	0-000
Volume	50,719	34,970	-15,749	-31.1%	195,883

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-021	122-227	121-164
R3	122-156	122-042	121-113
R2	121-291	121-291	121-096
R1	121-177	121-177	121-079	121-141
PP	121-106	121-106	121-106	121-088
S1	120-312	120-312	121-046	120-276
S2	120-241	120-241	121-029
S3	120-056	120-127	121-012
S4	119-191	119-262	120-281

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-297	125-007	122-000
R3	124-150	123-180	121-191
R2	123-002	123-002	121-148
R1	122-032	122-032	121-105	122-177
PP	121-175	121-175	121-175	121-247
S1	120-205	120-205	121-020	121-030
S2	120-028	120-028	120-297
S3	118-200	119-058	120-254
S4	117-053	117-230	120-125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-145	120-318	1-147	1.2%	0-164	0.4%	14%	False	False	39,176
10	122-145	120-045	2-100	1.9%	0-140	0.4%	46%	False	False	26,503
20	122-145	119-190	2-275	2.4%	0-098	0.3%	56%	False	False	15,316

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-046
2.618	123-064
1.618	122-199
1.000	122-085
0.618	122-014
HIGH	121-220
0.618	121-149
0.500	121-128
0.382	121-106
LOW	121-035
0.618	120-241
1.000	120-170
1.618	120-056
2.618	119-191
4.250	118-209

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	121-128	121-250
PP	121-106	121-187
S1	121-084	121-125

Download as Excel Spreadsheet

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

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