ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 25-Feb-2016

Day Change Summary
	Previous	Current
	24-Feb-2016	25-Feb-2016	Change	Change %	Previous Week
Open	121-080	121-055	-0-025	-0.1%	121-072
High	121-195	121-175	-0-020	-0.1%	121-145
Low	121-040	121-037	-0-003	0.0%	120-277
Close	121-060	121-150	0-090	0.2%	121-045
Range	0-155	0-138	-0-017	-11.0%	0-188
ATR	0-144	0-143	0-000	-0.3%	0-000
Volume	1,662,601	1,451,163	-211,438	-12.7%	2,901,498

Daily Pivots for day following 25-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-215	122-160	121-226
R3	122-077	122-022	121-188
R2	121-259	121-259	121-175
R1	121-204	121-204	121-163	121-232
PP	121-121	121-121	121-121	121-134
S1	121-066	121-066	121-137	121-094
S2	120-303	120-303	121-125
S3	120-165	120-248	121-112
S4	120-027	120-110	121-074

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%	0-133	0.3%	82%	False	False	1,312,889
10	122-157	120-265	1-212	1.4%	0-153	0.4%	39%	False	False	1,071,551
20	122-157	120-022	2-135	2.0%	0-149	0.4%	58%	False	False	933,102
40	122-157	118-017	4-140	3.7%	0-140	0.4%	77%	False	False	794,492
60	122-157	118-017	4-140	3.7%	0-130	0.3%	77%	False	False	710,855
80	122-157	117-302	4-175	3.7%	0-120	0.3%	78%	False	False	584,023
100	122-157	117-302	4-175	3.7%	0-110	0.3%	78%	False	False	467,543
120	122-157	117-302	4-175	3.7%	0-093	0.2%	78%	False	False	389,619

Crabel Price Patterns
NR	True
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	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-122
2.618	122-216
1.618	122-078
1.000	121-313
0.618	121-260
HIGH	121-175
0.618	121-122
0.500	121-106
0.382	121-090
LOW	121-037
0.618	120-272
1.000	120-219
1.618	120-134
2.618	119-316
4.250	119-090

Fisher Pivots for day following 25-Feb-2016
Pivot	1 day	3 day
R1	121-135	121-123
PP	121-121	121-097
S1	121-106	121-070

Download as Excel Spreadsheet

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

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