ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	119-307	120-102	0-115	0.3%	120-282
High	120-130	120-115	-0-015	0.0%	121-057
Low	119-295	120-017	0-042	0.1%	120-005
Close	120-090	120-032	-0-058	-0.2%	120-037
Range	0-155	0-098	-0-057	-36.8%	1-052
ATR	0-129	0-126	-0-002	-1.7%	0-000
Volume	596,442	431,971	-164,471	-27.6%	3,456,580

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-029	120-288	120-086
R3	120-251	120-190	120-059
R2	120-153	120-153	120-050
R1	120-092	120-092	120-041	120-074
PP	120-055	120-055	120-055	120-045
S1	119-314	119-314	120-023	119-296
S2	119-277	119-277	120-014
S3	119-179	119-216	120-005
S4	119-081	119-118	119-298

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	120-155	119-280	0-195	0.5%	0-113	0.3%	37%	False	False	575,448
10	121-150	119-280	1-190	1.3%	0-114	0.3%	14%	False	False	689,401
20	122-145	119-280	2-185	2.1%	0-134	0.3%	9%	False	False	516,404
40	122-145	119-030	3-115	2.8%	0-104	0.3%	30%	False	False	263,065

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-212
2.618	121-052
1.618	120-274
1.000	120-213
0.618	120-176
HIGH	120-115
0.618	120-078
0.500	120-066
0.382	120-054
LOW	120-017
0.618	119-276
1.000	119-239
1.618	119-178
2.618	119-080
4.250	118-240

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	120-066	120-045
PP	120-055	120-041
S1	120-043	120-036

Download as Excel Spreadsheet

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

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