ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	119-180	120-047	0-187	0.5%	120-057
High	120-060	120-157	0-097	0.3%	120-130
Low	119-112	120-022	0-230	0.6%	119-172
Close	120-015	120-060	0-045	0.1%	119-202
Range	0-268	0-135	-0-133	-49.6%	0-278
ATR	0-134	0-135	0-001	0.4%	0-000
Volume	885,811	653,079	-232,732	-26.3%	2,866,110

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-165	121-087	120-134
R3	121-030	120-272	120-097
R2	120-215	120-215	120-085
R1	120-137	120-137	120-072	120-176
PP	120-080	120-080	120-080	120-099
S1	120-002	120-002	120-048	120-041
S2	119-265	119-265	120-035
S3	119-130	119-187	120-023
S4	118-315	119-052	119-306

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-149	121-293	120-035
R3	121-191	121-015	119-278
R2	120-233	120-233	119-253
R1	120-057	120-057	119-227	120-006
PP	119-275	119-275	119-275	119-249
S1	119-099	119-099	119-177	119-048
S2	118-317	118-317	119-151
S3	118-039	118-141	119-126
S4	117-081	117-183	119-049

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-157	119-112	1-045	0.9%	0-139	0.4%	73%	True	False	600,293
10	120-157	119-112	1-045	0.9%	0-138	0.4%	73%	True	False	612,395
20	121-167	119-112	2-055	1.8%	0-127	0.3%	39%	False	False	688,116
40	122-145	119-112	3-033	2.6%	0-119	0.3%	27%	False	False	358,485

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-091
2.618	121-190
1.618	121-055
1.000	120-292
0.618	120-240
HIGH	120-157
0.618	120-105
0.500	120-090
0.382	120-074
LOW	120-022
0.618	119-259
1.000	119-207
1.618	119-124
2.618	118-309
4.250	118-088

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	120-090	120-032
PP	120-080	120-003
S1	120-070	119-294

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols