ECBOT 5 Year T-Note Future June 2016

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

Day Change Summary
	Previous	Current
	18-Apr-2016	19-Apr-2016	Change	Change %	Previous Week
Open	121-110	121-045	-0-065	-0.2%	121-165
High	121-122	121-047	-0-075	-0.2%	121-187
Low	121-030	120-305	-0-045	-0.1%	120-310
Close	121-047	121-007	-0-040	-0.1%	121-077
Range	0-092	0-062	-0-030	-32.6%	0-197
ATR	0-103	0-100	-0-003	-2.8%	0-000
Volume	415,434	520,189	104,755	25.2%	2,341,406

Daily Pivots for day following 19-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-199	121-165	121-041
R3	121-137	121-103	121-024
R2	121-075	121-075	121-018
R1	121-041	121-041	121-013	121-027
PP	121-013	121-013	121-013	121-006
S1	120-299	120-299	121-001	120-285
S2	120-271	120-271	120-316
S3	120-209	120-237	120-310
S4	120-147	120-175	120-293

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-036	122-253	121-185
R3	122-159	122-056	121-131
R2	121-282	121-282	121-113
R1	121-179	121-179	121-095	121-132
PP	121-085	121-085	121-085	121-061
S1	120-302	120-302	121-059	120-255
S2	120-208	120-208	121-041
S3	120-011	120-105	121-023
S4	119-134	119-228	120-289

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-122	120-305	0-137	0.4%	0-081	0.2%	16%	False	True	479,438
10	121-192	120-305	0-207	0.5%	0-085	0.2%	11%	False	True	456,659
20	121-192	119-307	1-205	1.4%	0-096	0.2%	65%	False	False	500,854
40	121-192	119-112	2-080	1.9%	0-111	0.3%	74%	False	False	597,722
60	122-145	119-112	3-033	2.6%	0-112	0.3%	54%	False	False	419,146

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	0-014
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	121-310
2.618	121-209
1.618	121-147
1.000	121-109
0.618	121-085
HIGH	121-047
0.618	121-023
0.500	121-016
0.382	121-009
LOW	120-305
0.618	120-267
1.000	120-243
1.618	120-205
2.618	120-143
4.250	120-042

Fisher Pivots for day following 19-Apr-2016
Pivot	1 day	3 day
R1	121-016	121-054
PP	121-013	121-038
S1	121-010	121-022

Download as Excel Spreadsheet

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

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