ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	121-035	121-025	-0-010	0.0%	121-072
High	121-050	121-090	0-040	0.1%	121-145
Low	120-287	120-265	-0-022	-0.1%	120-277
Close	121-012	121-047	0-035	0.1%	121-045
Range	0-083	0-145	0-062	74.7%	0-188
ATR	0-143	0-143	0-000	0.1%	0-000
Volume	935,861	1,778,991	843,130	90.1%	2,901,498

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-142	122-080	121-127
R3	121-317	121-255	121-087
R2	121-172	121-172	121-074
R1	121-110	121-110	121-060	121-141
PP	121-027	121-027	121-027	121-043
S1	120-285	120-285	121-034	120-316
S2	120-202	120-202	121-020
S3	120-057	120-140	121-007
S4	119-232	119-315	120-287

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-293	122-197	121-148
R3	122-105	122-009	121-097
R2	121-237	121-237	121-079
R1	121-141	121-141	121-062	121-095
PP	121-049	121-049	121-049	121-026
S1	120-273	120-273	121-028	120-227
S2	120-181	120-181	121-011
S3	119-313	120-085	120-313
S4	119-125	119-217	120-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-145	120-265	0-200	0.5%	0-135	0.3%	51%	False	True	978,095
10	122-157	120-265	1-212	1.4%	0-149	0.4%	19%	False	True	939,020
20	122-157	119-275	2-202	2.2%	0-146	0.4%	49%	False	False	836,377
40	122-157	118-017	4-140	3.7%	0-135	0.3%	70%	False	False	724,200
60	122-157	118-017	4-140	3.7%	0-127	0.3%	70%	False	False	679,721
80	122-157	117-302	4-175	3.8%	0-120	0.3%	70%	False	False	545,101
100	122-157	117-302	4-175	3.8%	0-108	0.3%	70%	False	False	436,405
120	122-157	117-302	4-175	3.8%	0-091	0.2%	70%	False	False	363,671

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-066
2.618	122-150
1.618	122-005
1.000	121-235
0.618	121-180
HIGH	121-090
0.618	121-035
0.500	121-018
0.382	121-000
LOW	120-265
0.618	120-175
1.000	120-120
1.618	120-030
2.618	119-205
4.250	118-289

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	121-037	121-046
PP	121-027	121-046
S1	121-018	121-045

Download as Excel Spreadsheet

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

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