ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	120-095	120-182	0-087	0.2%	120-152
High	120-192	120-190	-0-002	0.0%	120-192
Low	120-095	120-070	-0-025	-0.1%	120-062
Close	120-190	120-165	-0-025	-0.1%	120-165
Range	0-097	0-120	0-023	23.7%	0-130
ATR	0-095	0-097	0-002	1.9%	0-000
Volume	1,536,532	773,989	-762,543	-49.6%	5,971,065

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-182	121-133	120-231
R3	121-062	121-013	120-198
R2	120-262	120-262	120-187
R1	120-213	120-213	120-176	120-178
PP	120-142	120-142	120-142	120-124
S1	120-093	120-093	120-154	120-058
S2	120-022	120-022	120-143
S3	119-222	119-293	120-132
S4	119-102	119-173	120-099

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-210	121-157	120-236
R3	121-080	121-027	120-201
R2	120-270	120-270	120-189
R1	120-217	120-217	120-177	120-244
PP	120-140	120-140	120-140	120-153
S1	120-087	120-087	120-153	120-114
S2	120-010	120-010	120-141
S3	119-200	119-277	120-129
S4	119-070	119-147	120-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-192	120-062	0-130	0.3%	0-086	0.2%	79%	False	False	1,194,213
10	121-117	120-062	1-055	1.0%	0-098	0.3%	27%	False	False	992,373
20	121-187	120-062	1-125	1.2%	0-097	0.3%	23%	False	False	791,239
40	121-192	120-062	1-130	1.2%	0-093	0.2%	23%	False	False	653,025
60	121-192	119-112	2-080	1.9%	0-104	0.3%	52%	False	False	626,838
80	122-145	119-112	3-033	2.6%	0-110	0.3%	38%	False	False	571,843
100	122-145	118-120	4-025	3.4%	0-100	0.3%	52%	False	False	458,330

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	0-019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-060
2.618	121-184
1.618	121-064
1.000	120-310
0.618	120-264
HIGH	120-190
0.618	120-144
0.500	120-130
0.382	120-116
LOW	120-070
0.618	119-316
1.000	119-270
1.618	119-196
2.618	119-076
4.250	118-200

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	120-153	120-152
PP	120-142	120-140
S1	120-130	120-127

Download as Excel Spreadsheet

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

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