ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	120-220	120-192	-0-028	-0.1%	121-035
High	120-242	120-210	-0-032	-0.1%	121-195
Low	120-147	120-147	0-000	0.0%	120-265
Close	120-167	120-195	0-028	0.1%	121-002
Range	0-095	0-063	-0-032	-33.7%	0-250
ATR	0-141	0-135	-0-006	-3.9%	0-000
Volume	79,333	47,242	-32,091	-40.5%	6,543,036

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-053	121-027	120-230
R3	120-310	120-284	120-212
R2	120-247	120-247	120-207
R1	120-221	120-221	120-201	120-234
PP	120-184	120-184	120-184	120-190
S1	120-158	120-158	120-189	120-171
S2	120-121	120-121	120-183
S3	120-058	120-095	120-178
S4	119-315	120-032	120-160

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	121-092	120-147	0-265	0.7%	0-090	0.2%	18%	False	True	239,138
10	121-195	120-147	1-048	1.0%	0-111	0.3%	13%	False	True	776,013
20	122-157	120-147	2-010	1.7%	0-135	0.4%	7%	False	True	809,834
40	122-157	118-180	3-297	3.3%	0-138	0.4%	52%	False	False	771,023
60	122-157	118-017	4-140	3.7%	0-126	0.3%	58%	False	False	670,338
80	122-157	117-302	4-175	3.8%	0-120	0.3%	59%	False	False	598,969
100	122-157	117-302	4-175	3.8%	0-111	0.3%	59%	False	False	479,499
120	122-157	117-302	4-175	3.8%	0-097	0.3%	59%	False	False	399,583

Crabel Price Patterns
NR	True
NR4	True
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	0-018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-158
2.618	121-055
1.618	120-312
1.000	120-273
0.618	120-249
HIGH	120-210
0.618	120-186
0.500	120-178
0.382	120-171
LOW	120-147
0.618	120-108
1.000	120-084
1.618	120-045
2.618	119-302
4.250	119-199

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	120-190	120-280
PP	120-184	120-251
S1	120-178	120-223

Download as Excel Spreadsheet

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

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