ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	121-025	121-080	0-055	0.1%	121-072
High	121-090	121-195	0-105	0.3%	121-145
Low	120-265	121-040	0-095	0.2%	120-277
Close	121-047	121-060	0-013	0.0%	121-045
Range	0-145	0-155	0-010	6.9%	0-188
ATR	0-143	0-144	0-001	0.6%	0-000
Volume	1,778,991	1,662,601	-116,390	-6.5%	2,901,498

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-243	122-147	121-145
R3	122-088	121-312	121-103
R2	121-253	121-253	121-088
R1	121-157	121-157	121-074	121-128
PP	121-098	121-098	121-098	121-084
S1	121-002	121-002	121-046	120-292
S2	120-263	120-263	121-032
S3	120-108	120-167	121-017
S4	119-273	120-012	120-295

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	121-195	120-265	0-250	0.6%	0-132	0.3%	46%	True	False	1,154,030
10	122-157	120-265	1-212	1.4%	0-154	0.4%	22%	False	False	1,007,331
20	122-157	119-275	2-202	2.2%	0-148	0.4%	50%	False	False	894,003
40	122-157	118-017	4-140	3.7%	0-138	0.4%	71%	False	False	762,917
60	122-157	118-017	4-140	3.7%	0-129	0.3%	71%	False	False	693,374
80	122-157	117-302	4-175	3.8%	0-120	0.3%	71%	False	False	565,884
100	122-157	117-302	4-175	3.8%	0-109	0.3%	71%	False	False	453,031
120	122-157	117-302	4-175	3.8%	0-092	0.2%	71%	False	False	377,526

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	123-214
2.618	122-281
1.618	122-126
1.000	122-030
0.618	121-291
HIGH	121-195
0.618	121-136
0.500	121-118
0.382	121-099
LOW	121-040
0.618	120-264
1.000	120-205
1.618	120-109
2.618	119-274
4.250	119-021

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	121-118	121-070
PP	121-098	121-067
S1	121-079	121-063

Download as Excel Spreadsheet

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

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