ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	120-187	120-215	0-028	0.1%	119-272
High	120-245	120-215	-0-030	-0.1%	120-245
Low	120-170	120-155	-0-015	0.0%	119-210
Close	120-212	120-155	-0-057	-0.1%	120-212
Range	0-075	0-060	-0-015	-20.0%	1-035
ATR	0-127	0-122	-0-005	-3.8%	0-000
Volume	9,756	10,881	1,125	11.5%	81,748

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-035	120-315	120-188
R3	120-295	120-255	120-172
R2	120-235	120-235	120-166
R1	120-195	120-195	120-160	120-185
PP	120-175	120-175	120-175	120-170
S1	120-135	120-135	120-150	120-125
S2	120-115	120-115	120-144
S3	120-055	120-075	120-138
S4	119-315	120-015	120-122

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-221	123-091	121-087
R3	122-186	122-056	120-310
R2	121-151	121-151	120-277
R1	121-021	121-021	120-245	121-086
PP	120-116	120-116	120-116	120-148
S1	119-306	119-306	120-179	120-051
S2	119-081	119-081	120-147
S3	118-046	118-271	120-114
S4	117-011	117-236	120-017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-245	119-210	1-035	0.9%	0-116	0.3%	75%	False	False	16,598
10	120-245	119-210	1-035	0.9%	0-106	0.3%	75%	False	False	16,487
20	121-195	119-210	1-305	1.6%	0-108	0.3%	42%	False	False	317,788
40	122-157	119-210	2-267	2.4%	0-126	0.3%	29%	False	False	543,787
60	122-157	118-017	4-140	3.7%	0-124	0.3%	55%	False	False	563,571
80	122-157	118-017	4-140	3.7%	0-122	0.3%	55%	False	False	583,193
100	122-157	117-302	4-175	3.8%	0-117	0.3%	56%	False	False	481,911
120	122-157	117-302	4-175	3.8%	0-107	0.3%	56%	False	False	401,811

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	121-150
2.618	121-052
1.618	120-312
1.000	120-275
0.618	120-252
HIGH	120-215
0.618	120-192
0.500	120-185
0.382	120-178
LOW	120-155
0.618	120-118
1.000	120-095
1.618	120-058
2.618	119-318
4.250	119-220

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	120-185	120-182
PP	120-175	120-173
S1	120-165	120-164

Download as Excel Spreadsheet

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

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