ECBOT 5 Year T-Note Future June 2016

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

Day Change Summary
	Previous	Current
	28-Apr-2016	29-Apr-2016	Change	Change %	Previous Week
Open	120-230	120-280	0-050	0.1%	120-162
High	120-297	120-305	0-008	0.0%	120-305
Low	120-192	120-215	0-023	0.1%	120-090
Close	120-262	120-292	0-030	0.1%	120-292
Range	0-105	0-090	-0-015	-14.3%	0-215
ATR	0-101	0-100	-0-001	-0.8%	0-000
Volume	690,938	692,901	1,963	0.3%	3,076,714

Daily Pivots for day following 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-221	121-186	121-022
R3	121-131	121-096	120-317
R2	121-041	121-041	120-308
R1	121-006	121-006	120-300	121-024
PP	120-271	120-271	120-271	120-279
S1	120-236	120-236	120-284	120-254
S2	120-181	120-181	120-276
S3	120-091	120-146	120-267
S4	120-001	120-056	120-242

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-234	122-158	121-090
R3	122-019	121-263	121-031
R2	121-124	121-124	121-011
R1	121-048	121-048	120-312	121-086
PP	120-229	120-229	120-229	120-248
S1	120-153	120-153	120-272	120-191
S2	120-014	120-014	120-253
S3	119-119	119-258	120-233
S4	118-224	119-043	120-174

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-305	120-090	0-215	0.6%	0-096	0.2%	94%	True	False	615,342
10	121-122	120-090	1-032	0.9%	0-096	0.2%	57%	False	False	577,273
20	121-192	120-090	1-102	1.1%	0-090	0.2%	48%	False	False	514,811
40	121-192	119-112	2-080	1.9%	0-107	0.3%	69%	False	False	544,638
60	122-145	119-112	3-033	2.6%	0-115	0.3%	50%	False	False	498,711
80	122-145	118-120	4-025	3.4%	0-101	0.3%	62%	False	False	375,103

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-048
2.618	121-221
1.618	121-131
1.000	121-075
0.618	121-041
HIGH	120-305
0.618	120-271
0.500	120-260
0.382	120-249
LOW	120-215
0.618	120-159
1.000	120-125
1.618	120-069
2.618	119-299
4.250	119-152

Fisher Pivots for day following 29-Apr-2016
Pivot	1 day	3 day
R1	120-281	120-262
PP	120-271	120-232
S1	120-260	120-202

Download as Excel Spreadsheet

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

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