ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 20-Apr-2016

Day Change Summary
	Previous	Current
	19-Apr-2016	20-Apr-2016	Change	Change %	Previous Week
Open	121-045	121-000	-0-045	-0.1%	121-165
High	121-047	121-052	0-005	0.0%	121-187
Low	120-305	120-200	-0-105	-0.3%	120-310
Close	121-007	120-207	-0-120	-0.3%	121-077
Range	0-062	0-172	0-110	177.4%	0-197
ATR	0-100	0-105	0-005	5.1%	0-000
Volume	520,189	619,999	99,810	19.2%	2,341,406

Daily Pivots for day following 20-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-136	122-023	120-302
R3	121-284	121-171	120-254
R2	121-112	121-112	120-239
R1	120-319	120-319	120-223	120-290
PP	120-260	120-260	120-260	120-245
S1	120-147	120-147	120-191	120-118
S2	120-088	120-088	120-175
S3	119-236	119-295	120-160
S4	119-064	119-123	120-112

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	120-200	0-242	0.6%	0-102	0.3%	3%	False	True	487,349
10	121-192	120-200	0-312	0.8%	0-094	0.2%	2%	False	True	475,923
20	121-192	119-307	1-205	1.4%	0-098	0.3%	42%	False	False	507,766
40	121-192	119-112	2-080	1.9%	0-112	0.3%	58%	False	False	584,256
60	122-145	119-112	3-033	2.6%	0-115	0.3%	42%	False	False	429,384

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	123-143
2.618	122-182
1.618	122-010
1.000	121-224
0.618	121-158
HIGH	121-052
0.618	120-306
0.500	120-286
0.382	120-266
LOW	120-200
0.618	120-094
1.000	120-028
1.618	119-242
2.618	119-070
4.250	118-109

Fisher Pivots for day following 20-Apr-2016
Pivot	1 day	3 day
R1	120-286	121-001
PP	120-260	120-283
S1	120-233	120-245

Download as Excel Spreadsheet

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

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