ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 18-Mar-2016

Day Change Summary
	Previous	Current
	17-Mar-2016	18-Mar-2016	Change	Change %	Previous Week
Open	120-047	120-060	0-013	0.0%	119-190
High	120-157	120-150	-0-007	0.0%	120-157
Low	120-022	120-057	0-035	0.1%	119-112
Close	120-060	120-135	0-075	0.2%	120-135
Range	0-135	0-093	-0-042	-31.1%	1-045
ATR	0-135	0-132	-0-003	-2.2%	0-000
Volume	653,079	467,370	-185,709	-28.4%	2,947,386

Daily Pivots for day following 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-073	121-037	120-186
R3	120-300	120-264	120-161
R2	120-207	120-207	120-152
R1	120-171	120-171	120-144	120-189
PP	120-114	120-114	120-114	120-123
S1	120-078	120-078	120-126	120-096
S2	120-021	120-021	120-118
S3	119-248	119-305	120-109
S4	119-155	119-212	120-084

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-163	123-034	121-016
R3	122-118	121-309	120-235
R2	121-073	121-073	120-202
R1	120-264	120-264	120-168	121-008
PP	120-028	120-028	120-028	120-060
S1	119-219	119-219	120-102	119-284
S2	118-303	118-303	120-068
S3	117-258	118-174	120-035
S4	116-213	117-129	119-254

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%	0-133	0.3%	94%	False	False	589,477
10	120-157	119-112	1-045	0.9%	0-133	0.3%	94%	False	False	581,349
20	121-167	119-112	2-055	1.8%	0-125	0.3%	49%	False	False	703,498
40	122-145	119-112	3-033	2.6%	0-120	0.3%	35%	False	False	369,975

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-225
2.618	121-073
1.618	120-300
1.000	120-243
0.618	120-207
HIGH	120-150
0.618	120-114
0.500	120-104
0.382	120-093
LOW	120-057
0.618	120-000
1.000	119-284
1.618	119-227
2.618	119-134
4.250	118-302

Fisher Pivots for day following 18-Mar-2016
Pivot	1 day	3 day
R1	120-124	120-082
PP	120-114	120-028
S1	120-104	119-294

Download as Excel Spreadsheet

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

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