ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 29-Feb-2016

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	121-080	120-282	-0-118	-0.3%	121-005
High	120-282	121-017	0-055	0.1%	121-167
Low	120-282	120-250	-0-032	-0.1%	120-230
Close	120-282	120-315	0-033	0.1%	120-282
Range	0-000	0-087	0-087		0-257
ATR	0-130	0-127	-0-003	-2.4%	0-000
Volume	737,707	732,932	-4,775	-0.6%	4,799,884

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-242	121-205	121-043
R3	121-155	121-118	121-019
R2	121-068	121-068	121-011
R1	121-031	121-031	121-003	121-050
PP	120-301	120-301	120-301	120-310
S1	120-264	120-264	120-307	120-282
S2	120-214	120-214	120-299
S3	120-127	120-177	120-291
S4	120-040	120-090	120-267

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-144	122-310	121-103
R3	122-207	122-053	121-033
R2	121-270	121-270	121-009
R1	121-116	121-116	120-306	121-064
PP	121-013	121-013	121-013	120-307
S1	120-179	120-179	120-258	120-128
S2	120-076	120-076	120-235
S3	119-139	119-242	120-211
S4	118-202	118-305	120-141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-167	120-230	0-257	0.7%	0-108	0.3%	33%	False	False	1,002,927
10	121-167	120-230	0-257	0.7%	0-118	0.3%	33%	False	False	596,699
20	122-145	120-045	2-100	1.9%	0-129	0.3%	36%	False	False	311,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-067
2.618	121-245
1.618	121-158
1.000	121-104
0.618	121-071
HIGH	121-017
0.618	120-304
0.500	120-294
0.382	120-283
LOW	120-250
0.618	120-196
1.000	120-163
1.618	120-109
2.618	120-022
4.250	119-200

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	120-308	121-040
PP	120-301	121-025
S1	120-294	121-010

Download as Excel Spreadsheet

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

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