ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	120-182	120-087	-0-095	-0.2%	120-152
High	120-190	120-175	-0-015	0.0%	120-192
Low	120-070	120-057	-0-013	0.0%	120-062
Close	120-165	120-175	0-010	0.0%	120-165
Range	0-120	0-118	-0-002	-1.7%	0-130
ATR	0-097	0-098	0-002	1.6%	0-000
Volume	773,989	277,091	-496,898	-64.2%	5,971,065

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-170	121-130	120-240
R3	121-052	121-012	120-207
R2	120-254	120-254	120-197
R1	120-214	120-214	120-186	120-234
PP	120-136	120-136	120-136	120-146
S1	120-096	120-096	120-164	120-116
S2	120-018	120-018	120-153
S3	119-220	119-298	120-143
S4	119-102	119-180	120-110

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	120-057	0-135	0.3%	0-096	0.2%	87%	False	True	1,073,732
10	121-025	120-057	0-288	0.7%	0-098	0.3%	41%	False	True	976,041
20	121-187	120-057	1-130	1.2%	0-098	0.3%	26%	False	True	783,675
40	121-192	120-057	1-135	1.2%	0-095	0.2%	26%	False	True	649,924
60	121-192	119-112	2-080	1.9%	0-104	0.3%	53%	False	False	618,493
80	122-145	119-112	3-033	2.6%	0-111	0.3%	39%	False	False	575,246
100	122-145	118-182	3-282	3.2%	0-101	0.3%	51%	False	False	461,095

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-036
2.618	121-164
1.618	121-046
1.000	120-293
0.618	120-248
HIGH	120-175
0.618	120-130
0.500	120-116
0.382	120-102
LOW	120-057
0.618	119-304
1.000	119-259
1.618	119-186
2.618	119-068
4.250	118-196

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	120-155	120-158
PP	120-136	120-141
S1	120-116	120-124

Download as Excel Spreadsheet

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

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