ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	120-087	120-147	0-060	0.2%	120-152
High	120-175	120-210	0-035	0.1%	120-192
Low	120-057	120-120	0-063	0.2%	120-062
Close	120-175	120-130	-0-045	-0.1%	120-165
Range	0-118	0-090	-0-028	-23.7%	0-130
ATR	0-098	0-098	-0-001	-0.6%	0-000
Volume	277,091	84,358	-192,733	-69.6%	5,971,065

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-103	121-047	120-180
R3	121-013	120-277	120-155
R2	120-243	120-243	120-146
R1	120-187	120-187	120-138	120-170
PP	120-153	120-153	120-153	120-145
S1	120-097	120-097	120-122	120-080
S2	120-063	120-063	120-114
S3	119-293	120-007	120-105
S4	119-203	119-237	120-080

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	120-210	120-057	0-153	0.4%	0-095	0.2%	48%	True	False	842,016
10	120-272	120-057	0-215	0.6%	0-099	0.3%	34%	False	False	912,060
20	121-187	120-057	1-130	1.2%	0-095	0.2%	16%	False	False	752,874
40	121-192	120-057	1-135	1.2%	0-095	0.2%	16%	False	False	639,748
60	121-192	119-112	2-080	1.9%	0-103	0.3%	47%	False	False	611,654
80	122-145	119-112	3-033	2.6%	0-110	0.3%	34%	False	False	576,005
100	122-145	118-307	3-158	2.9%	0-101	0.3%	41%	False	False	461,934

Crabel Price Patterns
NR	True
NR4	True
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	0-022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-272
2.618	121-126
1.618	121-036
1.000	120-300
0.618	120-266
HIGH	120-210
0.618	120-176
0.500	120-165
0.382	120-154
LOW	120-120
0.618	120-064
1.000	120-030
1.618	119-294
2.618	119-204
4.250	119-058

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	120-165	120-134
PP	120-153	120-132
S1	120-142	120-131

Download as Excel Spreadsheet

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

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