ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	119-280	120-180	0-220	0.6%	120-117
High	120-132	120-240	0-108	0.3%	120-187
Low	119-210	120-120	0-230	0.6%	119-260
Close	120-097	120-145	0-048	0.1%	119-282
Range	0-242	0-120	-0-122	-50.4%	0-247
ATR	0-128	0-129	0-001	0.8%	0-000
Volume	20,505	6,567	-13,938	-68.0%	111,478

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-208	121-137	120-211
R3	121-088	121-017	120-178
R2	120-288	120-288	120-167
R1	120-217	120-217	120-156	120-192
PP	120-168	120-168	120-168	120-156
S1	120-097	120-097	120-134	120-072
S2	120-048	120-048	120-123
S3	119-248	119-297	120-112
S4	119-128	119-177	120-079

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	120-240	119-210	1-030	0.9%	0-115	0.3%	73%	True	False	16,241
10	120-240	119-210	1-030	0.9%	0-114	0.3%	73%	True	False	24,667
20	121-195	119-210	1-305	1.6%	0-113	0.3%	41%	False	False	400,340
40	122-157	119-210	2-267	2.4%	0-128	0.3%	28%	False	False	579,111
60	122-157	118-017	4-140	3.7%	0-125	0.3%	54%	False	False	574,621
80	122-157	118-017	4-140	3.7%	0-122	0.3%	54%	False	False	598,620
100	122-157	117-302	4-175	3.8%	0-117	0.3%	55%	False	False	481,753
120	122-157	117-302	4-175	3.8%	0-106	0.3%	55%	False	False	401,639

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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-110
2.618	121-234
1.618	121-114
1.000	121-040
0.618	120-314
HIGH	120-240
0.618	120-194
0.500	120-180
0.382	120-166
LOW	120-120
0.618	120-046
1.000	120-000
1.618	119-246
2.618	119-126
4.250	118-250

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	120-180	120-118
PP	120-168	120-092
S1	120-157	120-065

Download as Excel Spreadsheet

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

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