ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 11-May-2016

Day Change Summary
	Previous	Current
	10-May-2016	11-May-2016	Change	Change %	Previous Week
Open	121-127	121-102	-0-025	-0.1%	120-270
High	121-132	121-152	0-020	0.1%	121-187
Low	121-080	121-085	0-005	0.0%	120-217
Close	121-110	121-112	0-002	0.0%	121-057
Range	0-052	0-067	0-015	28.8%	0-290
ATR	0-100	0-097	-0-002	-2.3%	0-000
Volume	506,150	560,903	54,753	10.8%	3,016,850

Daily Pivots for day following 11-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-317	121-282	121-149
R3	121-250	121-215	121-130
R2	121-183	121-183	121-124
R1	121-148	121-148	121-118	121-166
PP	121-116	121-116	121-116	121-125
S1	121-081	121-081	121-106	121-098
S2	121-049	121-049	121-100
S3	120-302	121-014	121-094
S4	120-235	120-267	121-075

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-277	123-137	121-216
R3	122-307	122-167	121-137
R2	122-017	122-017	121-110
R1	121-197	121-197	121-084	121-267
PP	121-047	121-047	121-047	121-082
S1	120-227	120-227	121-030	120-297
S2	120-077	120-077	121-004
S3	119-107	119-257	120-297
S4	118-137	118-287	120-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-187	121-002	0-185	0.5%	0-092	0.2%	59%	False	False	571,271
10	121-187	120-192	0-315	0.8%	0-098	0.3%	76%	False	False	592,435
20	121-187	120-090	1-097	1.1%	0-096	0.2%	82%	False	False	559,718
40	121-192	119-112	2-080	1.9%	0-102	0.3%	89%	False	False	543,524
60	121-192	119-112	2-080	1.9%	0-109	0.3%	89%	False	False	569,727
80	122-145	119-112	3-033	2.6%	0-107	0.3%	64%	False	False	431,810

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-117
2.618	122-007
1.618	121-260
1.000	121-219
0.618	121-193
HIGH	121-152
0.618	121-126
0.500	121-118
0.382	121-111
LOW	121-085
0.618	121-044
1.000	121-018
1.618	120-297
2.618	120-230
4.250	120-120

Fisher Pivots for day following 11-May-2016
Pivot	1 day	3 day
R1	121-118	121-108
PP	121-116	121-105
S1	121-114	121-101

Download as Excel Spreadsheet

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

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