ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	119-272	119-300	0-028	0.1%	120-117
High	119-305	120-025	0-040	0.1%	120-187
Low	119-270	119-262	-0-008	0.0%	119-260
Close	119-285	119-267	-0-018	0.0%	119-282
Range	0-035	0-083	0-048	137.1%	0-247
ATR	0-122	0-119	-0-003	-2.3%	0-000
Volume	9,637	35,283	25,646	266.1%	111,478

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-220	120-167	119-313
R3	120-137	120-084	119-290
R2	120-054	120-054	119-282
R1	120-001	120-001	119-275	119-306
PP	119-291	119-291	119-291	119-284
S1	119-238	119-238	119-259	119-223
S2	119-208	119-208	119-252
S3	119-125	119-155	119-244
S4	119-042	119-072	119-221

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	120-170	119-260	0-230	0.6%	0-094	0.2%	3%	False	False	19,871
10	120-242	119-260	0-302	0.8%	0-094	0.2%	2%	False	False	34,617
20	121-195	119-260	1-255	1.5%	0-110	0.3%	1%	False	False	470,976
40	122-157	119-250	2-227	2.3%	0-126	0.3%	2%	False	False	617,831
60	122-157	118-017	4-140	3.7%	0-121	0.3%	40%	False	False	591,279
80	122-157	118-017	4-140	3.7%	0-120	0.3%	40%	False	False	600,447
100	122-157	117-302	4-175	3.8%	0-115	0.3%	42%	False	False	481,679
120	122-157	117-302	4-175	3.8%	0-103	0.3%	42%	False	False	401,413

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-058
2.618	120-242
1.618	120-159
1.000	120-108
0.618	120-076
HIGH	120-025
0.618	119-313
0.500	119-304
0.382	119-294
LOW	119-262
0.618	119-211
1.000	119-179
1.618	119-128
2.618	119-045
4.250	118-229

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	119-304	119-308
PP	119-291	119-294
S1	119-279	119-280

Download as Excel Spreadsheet

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

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