ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	120-170	120-110	-0-060	-0.2%	120-317
High	120-170	120-155	-0-015	0.0%	121-092
Low	120-080	119-310	-0-090	-0.2%	120-075
Close	120-100	120-020	-0-080	-0.2%	120-105
Range	0-090	0-165	0-075	83.3%	1-017
ATR	0-129	0-131	0-003	2.0%	0-000
Volume	37,231	7,992	-29,239	-78.5%	544,480

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-230	121-130	120-111
R3	121-065	120-285	120-065
R2	120-220	120-220	120-050
R1	120-120	120-120	120-035	120-088
PP	120-055	120-055	120-055	120-039
S1	119-275	119-275	120-005	119-242
S2	119-210	119-210	119-310
S3	119-045	119-110	119-295
S4	118-200	118-265	119-249

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	120-205	119-310	0-215	0.6%	0-113	0.3%	14%	False	True	33,094
10	121-092	119-310	1-102	1.1%	0-102	0.3%	7%	False	True	136,116
20	122-157	119-310	2-167	2.1%	0-127	0.3%	4%	False	True	603,834
40	122-157	119-100	3-057	2.6%	0-133	0.3%	24%	False	False	683,856
60	122-157	118-017	4-140	3.7%	0-125	0.3%	45%	False	False	621,659
80	122-157	118-017	4-140	3.7%	0-120	0.3%	45%	False	False	600,490
100	122-157	117-302	4-175	3.8%	0-114	0.3%	47%	False	False	481,137
120	122-157	117-302	4-175	3.8%	0-102	0.3%	47%	False	False	400,962

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-216
2.618	121-267
1.618	121-102
1.000	121-000
0.618	120-257
HIGH	120-155
0.618	120-092
0.500	120-072
0.382	120-053
LOW	119-310
0.618	119-208
1.000	119-145
1.618	119-043
2.618	118-198
4.250	117-249

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	120-072	120-088
PP	120-055	120-066
S1	120-038	120-043

Download as Excel Spreadsheet

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

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