ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	120-110	120-032	-0-078	-0.2%	120-117
High	120-155	120-035	-0-120	-0.3%	120-187
Low	119-310	119-260	-0-050	-0.1%	119-260
Close	120-020	119-282	-0-058	-0.2%	119-282
Range	0-165	0-095	-0-070	-42.4%	0-247
ATR	0-131	0-129	-0-003	-2.0%	0-000
Volume	7,992	9,213	1,221	15.3%	111,478

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-264	120-208	120-014
R3	120-169	120-113	119-308
R2	120-074	120-074	119-299
R1	120-018	120-018	119-291	119-318
PP	119-299	119-299	119-299	119-289
S1	119-243	119-243	119-273	119-224
S2	119-204	119-204	119-265
S3	119-109	119-148	119-256
S4	119-014	119-053	119-230

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-131	121-293	120-098
R3	121-204	121-046	120-030
R2	120-277	120-277	120-007
R1	120-119	120-119	119-305	120-074
PP	120-030	120-030	120-030	120-007
S1	119-192	119-192	119-259	119-148
S2	119-103	119-103	119-237
S3	118-176	118-265	119-214
S4	117-249	118-018	119-146

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-187	119-260	0-247	0.6%	0-106	0.3%	9%	False	True	22,295
10	121-092	119-260	1-152	1.2%	0-111	0.3%	5%	False	True	65,595
20	121-247	119-260	1-307	1.6%	0-119	0.3%	4%	False	True	545,616
40	122-157	119-172	2-305	2.5%	0-132	0.3%	12%	False	False	661,670
60	122-157	118-017	4-140	3.7%	0-124	0.3%	41%	False	False	610,732
80	122-157	118-017	4-140	3.7%	0-120	0.3%	41%	False	False	600,445
100	122-157	117-302	4-175	3.8%	0-114	0.3%	43%	False	False	481,230
120	122-157	117-302	4-175	3.8%	0-102	0.3%	43%	False	False	401,039

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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-119
2.618	120-284
1.618	120-189
1.000	120-130
0.618	120-094
HIGH	120-035
0.618	119-319
0.500	119-308
0.382	119-296
LOW	119-260
0.618	119-201
1.000	119-165
1.618	119-106
2.618	119-011
4.250	118-176

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	119-308	120-055
PP	119-299	120-024
S1	119-290	119-313

Download as Excel Spreadsheet

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

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