ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	120-057	119-307	-0-070	-0.2%	120-282
High	120-062	120-130	0-068	0.2%	121-057
Low	119-280	119-295	0-015	0.0%	120-005
Close	119-297	120-090	0-113	0.3%	120-037
Range	0-102	0-155	0-053	52.0%	1-052
ATR	0-127	0-129	0-002	1.6%	0-000
Volume	494,707	596,442	101,735	20.6%	3,456,580

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-210	121-145	120-175
R3	121-055	120-310	120-133
R2	120-220	120-220	120-118
R1	120-155	120-155	120-104	120-188
PP	120-065	120-065	120-065	120-081
S1	120-000	120-000	120-076	120-032
S2	119-230	119-230	120-062
S3	119-075	119-165	120-047
S4	118-240	119-010	120-005

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	120-192	119-280	0-232	0.6%	0-115	0.3%	56%	False	False	625,748
10	121-167	119-280	1-207	1.4%	0-120	0.3%	25%	False	False	767,082
20	122-145	119-280	2-185	2.1%	0-134	0.3%	16%	False	False	497,767
40	122-145	118-313	3-152	2.9%	0-102	0.3%	38%	False	False	252,266

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-149
2.618	121-216
1.618	121-061
1.000	120-285
0.618	120-226
HIGH	120-130
0.618	120-071
0.500	120-052
0.382	120-034
LOW	119-295
0.618	119-199
1.000	119-140
1.618	119-044
2.618	118-209
4.250	117-276

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	120-078	120-078
PP	120-065	120-066
S1	120-052	120-054

Download as Excel Spreadsheet

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

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