ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	120-282	121-007	0-045	0.1%	121-005
High	121-017	121-057	0-040	0.1%	121-167
Low	120-250	120-150	-0-100	-0.3%	120-230
Close	120-315	120-155	-0-160	-0.4%	120-282
Range	0-087	0-227	0-140	160.9%	0-257
ATR	0-127	0-134	0-007	5.7%	0-000
Volume	732,932	686,053	-46,879	-6.4%	4,799,884

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-268	122-119	120-280
R3	122-041	121-212	120-217
R2	121-134	121-134	120-197
R1	120-305	120-305	120-176	120-266
PP	120-227	120-227	120-227	120-208
S1	120-078	120-078	120-134	120-039
S2	120-000	120-000	120-113
S3	119-093	119-171	120-093
S4	118-186	118-264	120-030

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-144	122-310	121-103
R3	122-207	122-053	121-033
R2	121-270	121-270	121-009
R1	121-116	121-116	120-306	121-064
PP	121-013	121-013	121-013	120-307
S1	120-179	120-179	120-258	120-128
S2	120-076	120-076	120-235
S3	119-139	119-242	120-211
S4	118-202	118-305	120-141

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-167	120-150	1-017	0.9%	0-124	0.3%	1%	False	True	908,416
10	121-167	120-150	1-017	0.9%	0-131	0.3%	1%	False	True	659,784
20	122-145	120-080	2-065	1.8%	0-136	0.4%	11%	False	False	345,481

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	124-062
2.618	123-011
1.618	122-104
1.000	121-284
0.618	121-197
HIGH	121-057
0.618	120-290
0.500	120-264
0.382	120-237
LOW	120-150
0.618	120-010
1.000	119-243
1.618	119-103
2.618	118-196
4.250	117-145

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	120-264	120-264
PP	120-227	120-227
S1	120-191	120-191

Download as Excel Spreadsheet

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

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