ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 29-Feb-2016

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	121-107	120-317	-0-110	-0.3%	121-035
High	121-002	121-052	0-050	0.1%	121-195
Low	121-002	120-290	-0-032	-0.1%	120-265
Close	121-002	121-032	0-030	0.1%	121-002
Range	0-000	0-082	0-082		0-250
ATR	0-144	0-139	-0-004	-3.1%	0-000
Volume	714,420	232,442	-481,978	-67.5%	6,543,036

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-264	121-230	121-077
R3	121-182	121-148	121-055
R2	121-100	121-100	121-047
R1	121-066	121-066	121-040	121-083
PP	121-018	121-018	121-018	121-026
S1	120-304	120-304	121-024	121-001
S2	120-256	120-256	121-017
S3	120-174	120-222	121-009
S4	120-092	120-140	120-307

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-157	123-010	121-140
R3	122-227	122-080	121-071
R2	121-297	121-297	121-048
R1	121-150	121-150	121-025	121-098
PP	121-047	121-047	121-047	121-022
S1	120-220	120-220	120-299	120-168
S2	120-117	120-117	120-276
S3	119-187	119-290	120-253
S4	118-257	119-040	120-184

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%	0-104	0.3%	35%	False	False	1,167,923
10	121-195	120-265	0-250	0.6%	0-116	0.3%	35%	False	False	967,697
20	122-157	120-127	2-030	1.7%	0-141	0.4%	34%	False	False	903,138
40	122-157	118-050	4-107	3.6%	0-137	0.4%	68%	False	False	798,345
60	122-157	118-017	4-140	3.7%	0-128	0.3%	69%	False	False	705,600
80	122-157	117-302	4-175	3.8%	0-119	0.3%	69%	False	False	595,859
100	122-157	117-302	4-175	3.8%	0-109	0.3%	69%	False	False	477,011
120	122-157	117-302	4-175	3.8%	0-094	0.2%	69%	False	False	397,509

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-080
2.618	121-267
1.618	121-185
1.000	121-134
0.618	121-103
HIGH	121-052
0.618	121-021
0.500	121-011
0.382	121-001
LOW	120-290
0.618	120-239
1.000	120-208
1.618	120-157
2.618	120-075
4.250	119-262

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	121-025	121-072
PP	121-018	121-059
S1	121-011	121-046

Download as Excel Spreadsheet

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

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