ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	120-162	120-130	-0-032	-0.1%	121-005
High	120-192	120-155	-0-037	-0.1%	121-167
Low	120-085	120-085	0-000	0.0%	120-230
Close	120-112	120-135	0-023	0.1%	120-282
Range	0-107	0-070	-0-037	-34.6%	0-257
ATR	0-132	0-127	-0-004	-3.4%	0-000
Volume	683,473	576,294	-107,179	-15.7%	4,799,884

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-015	120-305	120-174
R3	120-265	120-235	120-154
R2	120-195	120-195	120-148
R1	120-165	120-165	120-141	120-180
PP	120-125	120-125	120-125	120-132
S1	120-095	120-095	120-129	120-110
S2	120-055	120-055	120-122
S3	119-305	120-025	120-116
S4	119-235	119-275	120-096

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	121-057	120-085	0-292	0.8%	0-098	0.3%	17%	False	True	683,291
10	121-167	120-085	1-082	1.0%	0-116	0.3%	12%	False	True	763,838
20	122-145	120-085	2-060	1.8%	0-130	0.3%	7%	False	True	406,858
40	122-145	118-120	4-025	3.4%	0-095	0.2%	50%	False	False	205,567

Crabel Price Patterns
NR	True
NR4	True
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	0-017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-132
2.618	121-018
1.618	120-268
1.000	120-225
0.618	120-198
HIGH	120-155
0.618	120-128
0.500	120-120
0.382	120-112
LOW	120-085
0.618	120-042
1.000	120-015
1.618	119-292
2.618	119-222
4.250	119-108

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	120-130	120-231
PP	120-125	120-199
S1	120-120	120-167

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols