ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	121-080	121-075	-0-005	0.0%	120-087
High	121-092	121-120	0-028	0.1%	121-092
Low	121-062	121-075	0-013	0.0%	120-057
Close	121-072	121-102	0-030	0.1%	121-062
Range	0-030	0-045	0-015	50.0%	1-035
ATR	0-095	0-092	-0-003	-3.5%	0-000
Volume	5,928	7,781	1,853	31.3%	444,706

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-234	121-213	121-127
R3	121-189	121-168	121-114
R2	121-144	121-144	121-110
R1	121-123	121-123	121-106	121-134
PP	121-099	121-099	121-099	121-104
S1	121-078	121-078	121-098	121-088
S2	121-054	121-054	121-094
S3	121-009	121-033	121-090
S4	120-284	120-308	121-077

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-069	123-260	121-257
R3	123-034	122-225	121-160
R2	121-319	121-319	121-127
R1	121-190	121-190	121-095	121-254
PP	120-284	120-284	120-284	120-316
S1	120-155	120-155	121-029	120-220
S2	119-249	119-249	120-317
S3	118-214	119-120	120-284
S4	117-179	118-085	120-187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-120	120-165	0-275	0.7%	0-089	0.2%	93%	True	False	21,869
10	121-120	120-057	1-063	1.0%	0-094	0.2%	95%	True	False	281,356
20	121-120	120-057	1-063	1.0%	0-094	0.2%	95%	True	False	589,365
40	121-187	120-057	1-130	1.2%	0-095	0.2%	81%	False	False	574,542
60	121-192	119-112	2-080	1.9%	0-100	0.3%	88%	False	False	558,805
80	121-192	119-112	2-080	1.9%	0-106	0.3%	88%	False	False	574,637
100	122-145	119-112	3-033	2.6%	0-104	0.3%	63%	False	False	463,321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-311
2.618	121-238
1.618	121-193
1.000	121-165
0.618	121-148
HIGH	121-120
0.618	121-103
0.500	121-098
0.382	121-092
LOW	121-075
0.618	121-047
1.000	121-030
1.618	121-002
2.618	120-277
4.250	120-204

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	121-100	121-092
PP	121-099	121-083
S1	121-098	121-074

Download as Excel Spreadsheet

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

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