ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
119-300 |
119-280 |
-0-020 |
-0.1% |
120-117 |
| High |
120-025 |
120-132 |
0-107 |
0.3% |
120-187 |
| Low |
119-262 |
119-210 |
-0-052 |
-0.1% |
119-260 |
| Close |
119-267 |
120-097 |
0-150 |
0.4% |
119-282 |
| Range |
0-083 |
0-242 |
0-159 |
191.6% |
0-247 |
| ATR |
0-119 |
0-128 |
0-009 |
7.4% |
0-000 |
| Volume |
35,283 |
20,505 |
-14,778 |
-41.9% |
111,478 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-126 |
122-033 |
120-230 |
|
| R3 |
121-204 |
121-111 |
120-164 |
|
| R2 |
120-282 |
120-282 |
120-141 |
|
| R1 |
120-189 |
120-189 |
120-119 |
120-236 |
| PP |
120-040 |
120-040 |
120-040 |
120-063 |
| S1 |
119-267 |
119-267 |
120-075 |
119-314 |
| S2 |
119-118 |
119-118 |
120-053 |
|
| S3 |
118-196 |
119-025 |
120-030 |
|
| S4 |
117-274 |
118-103 |
119-284 |
|
|
| 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 |
120-155 |
119-210 |
0-265 |
0.7% |
0-124 |
0.3% |
78% |
False |
True |
16,526 |
| 10 |
120-210 |
119-210 |
1-000 |
0.8% |
0-108 |
0.3% |
65% |
False |
True |
28,735 |
| 20 |
121-195 |
119-210 |
1-305 |
1.6% |
0-113 |
0.3% |
33% |
False |
True |
432,855 |
| 40 |
122-157 |
119-210 |
2-267 |
2.4% |
0-130 |
0.3% |
23% |
False |
True |
600,664 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-124 |
0.3% |
51% |
False |
False |
581,408 |
| 80 |
122-157 |
118-017 |
4-140 |
3.7% |
0-122 |
0.3% |
51% |
False |
False |
600,704 |
| 100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-116 |
0.3% |
52% |
False |
False |
481,802 |
| 120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-105 |
0.3% |
52% |
False |
False |
401,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-200 |
|
2.618 |
122-126 |
|
1.618 |
121-204 |
|
1.000 |
121-054 |
|
0.618 |
120-282 |
|
HIGH |
120-132 |
|
0.618 |
120-040 |
|
0.500 |
120-011 |
|
0.382 |
119-302 |
|
LOW |
119-210 |
|
0.618 |
119-060 |
|
1.000 |
118-288 |
|
1.618 |
118-138 |
|
2.618 |
117-216 |
|
4.250 |
116-142 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-068 |
120-068 |
| PP |
120-040 |
120-040 |
| S1 |
120-011 |
120-011 |
|