ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	12-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	121-187	121-042	-0-145	-0.4%	120-318
High	121-220	121-080	-0-140	-0.4%	122-145
Low	121-035	120-305	-0-050	-0.1%	120-318
Close	121-062	121-040	-0-022	-0.1%	121-062
Range	0-185	0-095	-0-090	-48.6%	1-147
ATR	0-119	0-117	-0-002	-1.4%	0-000
Volume	34,970	55,198	20,228	57.8%	195,883

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-000	121-275	121-092
R3	121-225	121-180	121-066
R2	121-130	121-130	121-057
R1	121-085	121-085	121-049	121-060
PP	121-035	121-035	121-035	121-022
S1	120-310	120-310	121-031	120-285
S2	120-260	120-260	121-023
S3	120-165	120-215	121-014
S4	120-070	120-120	120-308

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	120-305	1-160	1.2%	0-158	0.4%	11%	False	True	45,754
10	122-145	120-080	2-065	1.8%	0-141	0.4%	40%	False	False	31,177
20	122-145	119-190	2-275	2.4%	0-099	0.3%	54%	False	False	18,057

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-164
2.618	122-009
1.618	121-234
1.000	121-175
0.618	121-139
HIGH	121-080
0.618	121-044
0.500	121-032
0.382	121-021
LOW	120-305
0.618	120-246
1.000	120-210
1.618	120-151
2.618	120-056
4.250	119-221

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	121-037	121-225
PP	121-035	121-163
S1	121-032	121-102

Download as Excel Spreadsheet

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

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