ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 02-Mar-2016

Day Change Summary
	Previous	Current
	01-Mar-2016	02-Mar-2016	Change	Change %	Previous Week
Open	121-045	120-220	-0-145	-0.4%	121-035
High	121-092	120-242	-0-170	-0.4%	121-195
Low	120-202	120-147	-0-055	-0.1%	120-265
Close	120-207	120-167	-0-040	-0.1%	121-002
Range	0-210	0-095	-0-115	-54.8%	0-250
ATR	0-144	0-141	-0-004	-2.4%	0-000
Volume	122,257	79,333	-42,924	-35.1%	6,543,036

Daily Pivots for day following 02-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-150	121-094	120-219
R3	121-055	120-319	120-193
R2	120-280	120-280	120-184
R1	120-224	120-224	120-176	120-204
PP	120-185	120-185	120-185	120-176
S1	120-129	120-129	120-158	120-110
S2	120-090	120-090	120-150
S3	119-315	120-034	120-141
S4	119-220	119-259	120-115

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	121-175	120-147	1-028	0.9%	0-105	0.3%	6%	False	True	519,923
10	121-195	120-147	1-048	1.0%	0-118	0.3%	5%	False	True	836,976
20	122-157	120-147	2-010	1.7%	0-141	0.4%	3%	False	True	854,561
40	122-157	118-122	4-035	3.4%	0-139	0.4%	52%	False	False	782,597
60	122-157	118-017	4-140	3.7%	0-127	0.3%	56%	False	False	685,018
80	122-157	117-302	4-175	3.8%	0-120	0.3%	57%	False	False	598,379
100	122-157	117-302	4-175	3.8%	0-112	0.3%	57%	False	False	479,027
120	122-157	117-302	4-175	3.8%	0-096	0.2%	57%	False	False	399,189

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-006
2.618	121-171
1.618	121-076
1.000	121-017
0.618	120-301
HIGH	120-242
0.618	120-206
0.500	120-194
0.382	120-183
LOW	120-147
0.618	120-088
1.000	120-052
1.618	119-313
2.618	119-218
4.250	119-063

Fisher Pivots for day following 02-Mar-2016
Pivot	1 day	3 day
R1	120-194	120-280
PP	120-185	120-242
S1	120-176	120-204

Download as Excel Spreadsheet

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

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