ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	120-050	119-270	-0-100	-0.3%	120-057
High	120-097	119-295	-0-122	-0.3%	120-130
Low	119-230	119-172	-0-058	-0.2%	119-172
Close	119-267	119-202	-0-065	-0.2%	119-202
Range	0-187	0-123	-0-064	-34.2%	0-278
ATR	0-131	0-130	-0-001	-0.4%	0-000
Volume	821,538	521,452	-300,086	-36.5%	2,866,110

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-272	120-200	119-270
R3	120-149	120-077	119-236
R2	120-026	120-026	119-225
R1	119-274	119-274	119-213	119-248
PP	119-223	119-223	119-223	119-210
S1	119-151	119-151	119-191	119-126
S2	119-100	119-100	119-179
S3	118-297	119-028	119-168
S4	118-174	118-225	119-134

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-149	121-293	120-035
R3	121-191	121-015	119-278
R2	120-233	120-233	119-253
R1	120-057	120-057	119-227	120-006
PP	119-275	119-275	119-275	119-249
S1	119-099	119-099	119-177	119-048
S2	118-317	118-317	119-151
S3	118-039	118-141	119-126
S4	117-081	117-183	119-049

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-130	119-172	0-278	0.7%	0-133	0.3%	11%	False	True	573,222
10	121-057	119-172	1-205	1.4%	0-130	0.3%	6%	False	True	632,269
20	121-220	119-172	2-048	1.8%	0-129	0.3%	4%	False	True	579,585
40	122-145	119-107	3-038	2.6%	0-108	0.3%	9%	False	False	296,627

Crabel Price Patterns
NR	True
NR4	False
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	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-178
2.618	120-297
1.618	120-174
1.000	120-098
0.618	120-051
HIGH	119-295
0.618	119-248
0.500	119-234
0.382	119-219
LOW	119-172
0.618	119-096
1.000	119-049
1.618	118-293
2.618	118-170
4.250	117-289

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	119-234	119-304
PP	119-223	119-270
S1	119-212	119-236

Download as Excel Spreadsheet

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

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