ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	120-102	120-072	-0-030	-0.1%	120-135
High	120-125	120-122	-0-003	0.0%	120-150
Low	120-037	120-032	-0-005	0.0%	119-307
Close	120-080	120-115	0-035	0.1%	120-080
Range	0-088	0-090	0-002	2.3%	0-163
ATR	0-126	0-124	-0-003	-2.0%	0-000
Volume	349,872	257,872	-92,000	-26.3%	1,639,877

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-040	121-007	120-164
R3	120-270	120-237	120-140
R2	120-180	120-180	120-132
R1	120-147	120-147	120-123	120-164
PP	120-090	120-090	120-090	120-098
S1	120-057	120-057	120-107	120-074
S2	120-000	120-000	120-098
S3	119-230	119-287	120-090
S4	119-140	119-197	120-066

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-241	121-164	120-170
R3	121-078	121-001	120-125
R2	120-235	120-235	120-110
R1	120-158	120-158	120-095	120-115
PP	120-072	120-072	120-072	120-051
S1	119-315	119-315	120-065	119-272
S2	119-229	119-229	120-050
S3	119-066	119-152	120-035
S4	118-223	118-309	119-310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-150	119-307	0-163	0.4%	0-106	0.3%	79%	False	False	379,549
10	120-157	119-112	1-045	0.9%	0-120	0.3%	88%	False	False	484,513
20	121-057	119-112	1-265	1.5%	0-125	0.3%	55%	False	False	558,391
40	122-145	119-112	3-033	2.6%	0-127	0.3%	33%	False	False	416,835

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-184
2.618	121-038
1.618	120-268
1.000	120-212
0.618	120-178
HIGH	120-122
0.618	120-088
0.500	120-077
0.382	120-066
LOW	120-032
0.618	119-296
1.000	119-262
1.618	119-206
2.618	119-116
4.250	118-290

Fisher Pivots for day following 28-Mar-2016
Pivot	1 day	3 day
R1	120-102	120-095
PP	120-090	120-076
S1	120-077	120-056

Download as Excel Spreadsheet

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

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