ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	121-005	120-315	-0-010	0.0%	121-042
High	121-005	121-055	0-050	0.1%	121-102
Low	120-245	120-230	-0-015	0.0%	120-238
Close	120-298	121-015	0-038	0.1%	121-007
Range	0-080	0-145	0-065	81.2%	0-185
ATR	0-121	0-123	0-002	1.4%	0-000
Volume	518,180	1,158,609	640,429	123.6%	434,174

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-108	122-047	121-095
R3	121-283	121-222	121-055
R2	121-138	121-138	121-042
R1	121-077	121-077	121-028	121-108
PP	120-313	120-313	120-313	121-009
S1	120-252	120-252	121-002	120-283
S2	120-168	120-168	120-308
S3	120-023	120-107	120-295
S4	119-198	119-282	120-255

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	120-230	0-192	0.5%	0-137	0.4%	55%	False	True	411,153
10	122-145	120-230	1-235	1.4%	0-147	0.4%	19%	False	True	228,453
20	122-145	119-230	2-235	2.3%	0-121	0.3%	49%	False	False	119,639

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-031
2.618	122-115
1.618	121-290
1.000	121-200
0.618	121-145
HIGH	121-055
0.618	121-000
0.500	120-303
0.382	120-285
LOW	120-230
0.618	120-140
1.000	120-085
1.618	119-315
2.618	119-170
4.250	118-254

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	121-004	121-012
PP	120-313	121-009
S1	120-303	121-006

Download as Excel Spreadsheet

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

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