ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 19-Feb-2016

Day Change Summary
	Previous	Current
	18-Feb-2016	19-Feb-2016	Change	Change %	Previous Week
Open	120-293	121-078	0-105	0.3%	121-042
High	121-070	121-102	0-032	0.1%	121-102
Low	120-253	120-282	0-030	0.1%	120-238
Close	121-035	121-007	-0-028	-0.1%	121-007
Range	0-138	0-140	0-002	1.8%	0-185
ATR	0-123	0-124	0-001	1.0%	0-000
Volume	108,657	159,747	51,090	47.0%	434,174

Daily Pivots for day following 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-124	122-046	121-084
R3	121-304	121-226	121-046
R2	121-164	121-164	121-033
R1	121-086	121-086	121-020	121-055
PP	121-024	121-024	121-024	121-009
S1	120-266	120-266	120-315	120-235
S2	120-204	120-204	120-302
S3	120-064	120-126	120-289
S4	119-244	119-306	120-250

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-244	122-151	121-109
R3	122-059	121-286	121-058
R2	121-194	121-194	121-041
R1	121-101	121-101	121-024	121-055
PP	121-009	121-009	121-009	120-306
S1	120-236	120-236	120-311	120-190
S2	120-144	120-144	120-294
S3	119-279	120-051	120-277
S4	119-094	119-186	120-226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-220	120-238	0-302	0.8%	0-148	0.4%	30%	False	False	93,828
10	122-145	120-202	1-262	1.5%	0-150	0.4%	21%	False	False	65,365
20	122-145	119-190	2-275	2.4%	0-115	0.3%	50%	False	False	36,453

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-057
2.618	122-149
1.618	122-009
1.000	121-242
0.618	121-189
HIGH	121-102
0.618	121-049
0.500	121-032
0.382	121-016
LOW	120-282
0.618	120-196
1.000	120-142
1.618	120-056
2.618	119-236
4.250	119-007

Fisher Pivots for day following 19-Feb-2016
Pivot	1 day	3 day
R1	121-032	121-010
PP	121-024	121-009
S1	121-016	121-008

Download as Excel Spreadsheet

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

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