ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	120-130	120-112	-0-018	0.0%	120-282
High	120-155	120-147	-0-008	0.0%	121-057
Low	120-085	120-005	-0-080	-0.2%	120-005
Close	120-135	120-037	-0-098	-0.3%	120-037
Range	0-070	0-142	0-072	102.9%	1-052
ATR	0-127	0-129	0-001	0.8%	0-000
Volume	576,294	777,828	201,534	35.0%	3,456,580

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-169	121-085	120-115
R3	121-027	120-263	120-076
R2	120-205	120-205	120-063
R1	120-121	120-121	120-050	120-092
PP	120-063	120-063	120-063	120-048
S1	119-299	119-299	120-024	119-270
S2	119-241	119-241	120-011
S3	119-099	119-157	119-318
S4	118-277	119-015	119-279

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-296	123-058	120-242
R3	122-244	122-006	120-139
R2	121-192	121-192	120-105
R1	120-274	120-274	120-071	120-207
PP	120-140	120-140	120-140	120-106
S1	119-222	119-222	120-003	119-155
S2	119-088	119-088	119-289
S3	118-036	118-170	119-255
S4	116-304	117-118	119-152

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-057	120-005	1-052	1.0%	0-127	0.3%	9%	False	True	691,316
10	121-167	120-005	1-162	1.3%	0-117	0.3%	7%	False	True	825,646
20	122-145	120-005	2-140	2.0%	0-133	0.3%	4%	False	True	445,505
40	122-145	118-182	3-282	3.2%	0-097	0.3%	40%	False	False	224,998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-110
2.618	121-199
1.618	121-057
1.000	120-289
0.618	120-235
HIGH	120-147
0.618	120-093
0.500	120-076
0.382	120-059
LOW	120-005
0.618	119-237
1.000	119-183
1.618	119-095
2.618	118-273
4.250	118-042

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	120-076	120-098
PP	120-063	120-078
S1	120-050	120-058

Download as Excel Spreadsheet

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

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