ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 18-May-2016

Day Change Summary
	Previous	Current
	17-May-2016	18-May-2016	Change	Change %	Previous Week
Open	121-002	120-260	-0-062	-0.2%	121-065
High	121-025	120-272	-0-073	-0.2%	121-152
Low	120-260	120-077	-0-183	-0.5%	121-015
Close	120-287	120-087	-0-200	-0.5%	121-095
Range	0-085	0-195	0-110	129.4%	0-137
ATR	0-097	0-105	0-008	8.4%	0-000
Volume	724,172	1,195,991	471,819	65.2%	2,884,196

Daily Pivots for day following 18-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-090	121-284	120-194
R3	121-215	121-089	120-141
R2	121-020	121-020	120-123
R1	120-214	120-214	120-105	120-180
PP	120-145	120-145	120-145	120-128
S1	120-019	120-019	120-069	119-304
S2	119-270	119-270	120-051
S3	119-075	119-144	120-033
S4	118-200	118-269	119-300

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-178	122-114	121-170
R3	122-041	121-297	121-133
R2	121-224	121-224	121-120
R1	121-160	121-160	121-108	121-192
PP	121-087	121-087	121-087	121-104
S1	121-023	121-023	121-082	121-055
S2	120-270	120-270	121-070
S3	120-133	120-206	121-057
S4	119-316	120-069	121-020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-120	120-077	1-043	0.9%	0-115	0.3%	3%	False	True	744,222
10	121-187	120-077	1-110	1.1%	0-103	0.3%	2%	False	True	657,746
20	121-187	120-077	1-110	1.1%	0-099	0.3%	2%	False	True	623,936
40	121-192	119-307	1-205	1.4%	0-099	0.3%	19%	False	False	565,851
60	121-192	119-112	2-080	1.9%	0-107	0.3%	41%	False	False	597,483
80	122-145	119-112	3-033	2.6%	0-111	0.3%	30%	False	False	478,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	123-141
2.618	122-143
1.618	121-268
1.000	121-147
0.618	121-073
HIGH	120-272
0.618	120-198
0.500	120-174
0.382	120-151
LOW	120-077
0.618	119-276
1.000	119-202
1.618	119-081
2.618	118-206
4.250	117-208

Fisher Pivots for day following 18-May-2016
Pivot	1 day	3 day
R1	120-174	120-257
PP	120-145	120-200
S1	120-116	120-144

Download as Excel Spreadsheet

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

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