ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 119-058 119-035 -0-022 -0.1% 119-147
High 119-058 119-035 -0-022 -0.1% 119-260
Low 119-058 119-035 -0-022 -0.1% 119-053
Close 119-058 119-035 -0-022 -0.1% 119-053
Range
ATR 0-066 0-062 -0-003 -4.7% 0-000
Volume
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 119-035 119-035 119-035
R3 119-035 119-035 119-035
R2 119-035 119-035 119-035
R1 119-035 119-035 119-035 119-035
PP 119-035 119-035 119-035 119-035
S1 119-035 119-035 119-035 119-035
S2 119-035 119-035 119-035
S3 119-035 119-035 119-035
S4 119-035 119-035 119-035
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-104 120-286 119-167
R3 120-217 120-078 119-110
R2 120-009 120-009 119-091
R1 119-191 119-191 119-072 119-156
PP 119-122 119-122 119-122 119-104
S1 118-303 118-303 119-033 118-269
S2 118-234 118-234 119-014
S3 118-027 118-096 118-315
S4 117-139 117-208 118-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-202 119-035 0-167 0.4% 0-000 0.0% 0% False True
10 119-305 119-035 0-270 0.7% 0-000 0.0% 0% False True
20 120-295 119-035 1-260 1.5% 0-000 0.0% 0% False True
40 121-082 119-035 2-047 1.8% 0-000 0.0% 0% False True
60 121-082 117-067 4-015 3.4% 0-000 0.0% 47% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 119-035
2.618 119-035
1.618 119-035
1.000 119-035
0.618 119-035
HIGH 119-035
0.618 119-035
0.500 119-035
0.382 119-035
LOW 119-035
0.618 119-035
1.000 119-035
1.618 119-035
2.618 119-035
4.250 119-035
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 119-035 119-046
PP 119-035 119-043
S1 119-035 119-039

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

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