ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 119-233 119-180 -0-053 -0.1% 119-058
High 119-233 119-180 -0-053 -0.1% 119-305
Low 119-233 119-180 -0-053 -0.1% 119-035
Close 119-233 119-180 -0-053 -0.1% 119-305
Range
ATR 0-068 0-067 -0-001 -1.6% 0-000
Volume
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 119-180 119-180 119-180
R3 119-180 119-180 119-180
R2 119-180 119-180 119-180
R1 119-180 119-180 119-180 119-180
PP 119-180 119-180 119-180 119-180
S1 119-180 119-180 119-180 119-180
S2 119-180 119-180 119-180
S3 119-180 119-180 119-180
S4 119-180 119-180 119-180
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 122-065 121-295 120-133
R3 121-115 121-025 120-059
R2 120-165 120-165 120-034
R1 120-075 120-075 120-010 120-120
PP 119-215 119-215 119-215 119-237
S1 119-125 119-125 119-280 119-170
S2 118-265 118-265 119-255
S3 117-315 118-175 119-231
S4 117-045 117-225 119-157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-305 119-180 0-125 0.3% 0-000 0.0% 0% False True
10 119-305 119-035 0-270 0.7% 0-000 0.0% 54% False False
20 120-295 119-035 1-260 1.5% 0-000 0.0% 25% False False
40 121-082 119-035 2-047 1.8% 0-000 0.0% 21% False False
60 121-082 117-067 4-015 3.4% 0-000 0.0% 58% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 119-180
2.618 119-180
1.618 119-180
1.000 119-180
0.618 119-180
HIGH 119-180
0.618 119-180
0.500 119-180
0.382 119-180
LOW 119-180
0.618 119-180
1.000 119-180
1.618 119-180
2.618 119-180
4.250 119-180
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 119-180 119-242
PP 119-180 119-222
S1 119-180 119-201

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

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