ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	120-147	120-135	-0-012	0.0%	120-152
High	120-210	120-197	-0-013	0.0%	120-192
Low	120-120	120-125	0-005	0.0%	120-062
Close	120-130	120-177	0-047	0.1%	120-165
Range	0-090	0-072	-0-018	-20.0%	0-130
ATR	0-098	0-096	-0-002	-1.9%	0-000
Volume	84,358	32,243	-52,115	-61.8%	5,971,065

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-062	121-032	120-217
R3	120-310	120-280	120-197
R2	120-238	120-238	120-190
R1	120-208	120-208	120-184	120-223
PP	120-166	120-166	120-166	120-174
S1	120-136	120-136	120-170	120-151
S2	120-094	120-094	120-164
S3	120-022	120-064	120-157
S4	119-270	119-312	120-137

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%	0-099	0.3%	78%	False	False	540,842
10	120-210	120-057	0-153	0.4%	0-086	0.2%	78%	False	False	795,685
20	121-187	120-057	1-130	1.2%	0-095	0.2%	27%	False	False	726,716
40	121-192	120-057	1-135	1.2%	0-095	0.2%	26%	False	False	629,870
60	121-192	119-112	2-080	1.9%	0-102	0.3%	53%	False	False	602,250
80	122-145	119-112	3-033	2.6%	0-110	0.3%	39%	False	False	576,130
100	122-145	118-313	3-152	2.9%	0-102	0.3%	45%	False	False	462,257

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-183
2.618	121-065
1.618	120-313
1.000	120-269
0.618	120-241
HIGH	120-197
0.618	120-169
0.500	120-161
0.382	120-153
LOW	120-125
0.618	120-081
1.000	120-053
1.618	120-009
2.618	119-257
4.250	119-139

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	120-172	120-162
PP	120-166	120-148
S1	120-161	120-134

Download as Excel Spreadsheet

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

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