ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	120-317	121-045	0-048	0.1%	121-035
High	121-052	121-092	0-040	0.1%	121-195
Low	120-290	120-202	-0-088	-0.2%	120-265
Close	121-032	120-207	-0-145	-0.4%	121-002
Range	0-082	0-210	0-128	156.1%	0-250
ATR	0-139	0-144	0-005	3.6%	0-000
Volume	232,442	122,257	-110,185	-47.4%	6,543,036

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-264	122-125	121-002
R3	122-054	121-235	120-265
R2	121-164	121-164	120-246
R1	121-025	121-025	120-226	120-310
PP	120-274	120-274	120-274	120-256
S1	120-135	120-135	120-188	120-100
S2	120-064	120-064	120-168
S3	119-174	119-245	120-149
S4	118-284	119-035	120-092

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	120-202	0-313	0.8%	0-117	0.3%	2%	False	True	836,576
10	121-195	120-202	0-313	0.8%	0-126	0.3%	2%	False	True	907,335
20	122-157	120-152	2-005	1.7%	0-145	0.4%	9%	False	False	882,352
40	122-157	118-085	4-072	3.5%	0-140	0.4%	56%	False	False	793,965
60	122-157	118-017	4-140	3.7%	0-130	0.3%	58%	False	False	697,666
80	122-157	117-302	4-175	3.8%	0-120	0.3%	59%	False	False	597,387
100	122-157	117-302	4-175	3.8%	0-111	0.3%	59%	False	False	478,233
120	122-157	117-302	4-175	3.8%	0-096	0.2%	59%	False	False	398,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	124-024
2.618	123-002
1.618	122-112
1.000	121-302
0.618	121-222
HIGH	121-092
0.618	121-012
0.500	120-307
0.382	120-282
LOW	120-202
0.618	120-072
1.000	119-312
1.618	119-182
2.618	118-292
4.250	117-270

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	120-307	120-307
PP	120-274	120-274
S1	120-240	120-240

Download as Excel Spreadsheet

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

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