ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	120-087	120-170	0-083	0.2%	120-317
High	120-187	120-170	-0-017	0.0%	121-092
Low	120-087	120-080	-0-007	0.0%	120-075
Close	120-152	120-100	-0-052	-0.1%	120-105
Range	0-100	0-090	-0-010	-10.0%	1-017
ATR	0-132	0-129	-0-003	-2.3%	0-000
Volume	17,810	37,231	19,421	109.0%	544,480

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-067	121-013	120-150
R3	120-297	120-243	120-125
R2	120-207	120-207	120-116
R1	120-153	120-153	120-108	120-135
PP	120-117	120-117	120-117	120-108
S1	120-063	120-063	120-092	120-045
S2	120-027	120-027	120-084
S3	119-257	119-293	120-075
S4	119-167	119-203	120-050

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-248	123-034	120-290
R3	122-231	122-017	120-198
R2	121-214	121-214	120-167
R1	121-000	121-000	120-136	120-258
PP	120-197	120-197	120-197	120-167
S1	119-303	119-303	120-074	119-242
S2	119-180	119-180	120-043
S3	118-163	118-286	120-012
S4	117-146	117-269	119-240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-210	120-035	0-175	0.5%	0-093	0.2%	37%	False	False	40,944
10	121-175	120-035	1-140	1.2%	0-099	0.3%	14%	False	False	280,433
20	122-157	120-035	2-122	2.0%	0-126	0.3%	9%	False	False	643,882
40	122-157	119-042	3-115	2.8%	0-133	0.3%	35%	False	False	701,091
60	122-157	118-017	4-140	3.7%	0-126	0.3%	51%	False	False	635,837
80	122-157	118-017	4-140	3.7%	0-119	0.3%	51%	False	False	600,713
100	122-157	117-302	4-175	3.8%	0-113	0.3%	52%	False	False	481,058
120	122-157	117-302	4-175	3.8%	0-100	0.3%	52%	False	False	400,895

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-232
2.618	121-086
1.618	120-316
1.000	120-260
0.618	120-226
HIGH	120-170
0.618	120-136
0.500	120-125
0.382	120-114
LOW	120-080
0.618	120-024
1.000	119-310
1.618	119-254
2.618	119-164
4.250	119-018

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	120-125	120-111
PP	120-117	120-107
S1	120-108	120-104

Download as Excel Spreadsheet

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

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