ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	120-102	120-050	-0-052	-0.1%	120-282
High	120-115	120-097	-0-018	0.0%	121-057
Low	120-017	119-230	-0-107	-0.3%	120-005
Close	120-032	119-267	-0-085	-0.2%	120-037
Range	0-098	0-187	0-089	90.8%	1-052
ATR	0-126	0-131	0-004	3.4%	0-000
Volume	431,971	821,538	389,567	90.2%	3,456,580

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-226	121-113	120-050
R3	121-039	120-246	119-318
R2	120-172	120-172	119-301
R1	120-059	120-059	119-284	120-022
PP	119-305	119-305	119-305	119-286
S1	119-192	119-192	119-250	119-155
S2	119-118	119-118	119-233
S3	118-251	119-005	119-216
S4	118-064	118-138	119-164

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	120-147	119-230	0-237	0.6%	0-137	0.4%	16%	False	True	624,497
10	121-057	119-230	1-147	1.2%	0-118	0.3%	8%	False	True	653,894
20	122-145	119-230	2-235	2.3%	0-136	0.4%	4%	False	True	556,049
40	122-145	119-030	3-115	2.8%	0-108	0.3%	22%	False	False	283,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-252
2.618	121-267
1.618	121-080
1.000	120-284
0.618	120-213
HIGH	120-097
0.618	120-026
0.500	120-004
0.382	119-301
LOW	119-230
0.618	119-114
1.000	119-043
1.618	118-247
2.618	118-060
4.250	117-075

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	120-004	120-020
PP	119-305	119-316
S1	119-286	119-291

Download as Excel Spreadsheet

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

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