ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	119-300	119-280	-0-020	-0.1%	120-117
High	120-025	120-132	0-107	0.3%	120-187
Low	119-262	119-210	-0-052	-0.1%	119-260
Close	119-267	120-097	0-150	0.4%	119-282
Range	0-083	0-242	0-159	191.6%	0-247
ATR	0-119	0-128	0-009	7.4%	0-000
Volume	35,283	20,505	-14,778	-41.9%	111,478

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-126	122-033	120-230
R3	121-204	121-111	120-164
R2	120-282	120-282	120-141
R1	120-189	120-189	120-119	120-236
PP	120-040	120-040	120-040	120-063
S1	119-267	119-267	120-075	119-314
S2	119-118	119-118	120-053
S3	118-196	119-025	120-030
S4	117-274	118-103	119-284

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-131	121-293	120-098
R3	121-204	121-046	120-030
R2	120-277	120-277	120-007
R1	120-119	120-119	119-305	120-074
PP	120-030	120-030	120-030	120-007
S1	119-192	119-192	119-259	119-148
S2	119-103	119-103	119-237
S3	118-176	118-265	119-214
S4	117-249	118-018	119-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-155	119-210	0-265	0.7%	0-124	0.3%	78%	False	True	16,526
10	120-210	119-210	1-000	0.8%	0-108	0.3%	65%	False	True	28,735
20	121-195	119-210	1-305	1.6%	0-113	0.3%	33%	False	True	432,855
40	122-157	119-210	2-267	2.4%	0-130	0.3%	23%	False	True	600,664
60	122-157	118-017	4-140	3.7%	0-124	0.3%	51%	False	False	581,408
80	122-157	118-017	4-140	3.7%	0-122	0.3%	51%	False	False	600,704
100	122-157	117-302	4-175	3.8%	0-116	0.3%	52%	False	False	481,802
120	122-157	117-302	4-175	3.8%	0-105	0.3%	52%	False	False	401,584

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	123-200
2.618	122-126
1.618	121-204
1.000	121-054
0.618	120-282
HIGH	120-132
0.618	120-040
0.500	120-011
0.382	119-302
LOW	119-210
0.618	119-060
1.000	118-288
1.618	118-138
2.618	117-216
4.250	116-142

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	120-068	120-068
PP	120-040	120-040
S1	120-011	120-011

Download as Excel Spreadsheet

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

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