ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	121-078	121-005	-0-073	-0.2%	121-042
High	121-102	121-005	-0-098	-0.3%	121-102
Low	120-282	120-245	-0-038	-0.1%	120-238
Close	121-007	120-298	-0-030	-0.1%	121-007
Range	0-140	0-080	-0-060	-42.9%	0-185
ATR	0-124	0-121	-0-003	-2.4%	0-000
Volume	159,747	518,180	358,433	224.4%	434,174

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-209	121-173	121-022
R3	121-129	121-093	121-000
R2	121-049	121-049	120-312
R1	121-013	121-013	120-305	120-311
PP	120-289	120-289	120-289	120-278
S1	120-253	120-253	120-290	120-231
S2	120-209	120-209	120-283
S3	120-129	120-173	120-276
S4	120-049	120-093	120-254

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	121-102	120-238	0-185	0.5%	0-127	0.3%	32%	False	False	190,470
10	122-145	120-238	1-227	1.4%	0-145	0.4%	11%	False	False	114,823
20	122-145	119-218	2-247	2.3%	0-115	0.3%	45%	False	False	61,995

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	0-027
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	122-025
2.618	121-214
1.618	121-134
1.000	121-085
0.618	121-054
HIGH	121-005
0.618	120-294
0.500	120-285
0.382	120-276
LOW	120-245
0.618	120-196
1.000	120-165
1.618	120-116
2.618	120-036
4.250	119-225

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	120-293	121-014
PP	120-289	121-002
S1	120-285	120-310

Download as Excel Spreadsheet

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

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