ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	119-270	119-190	-0-080	-0.2%	120-057
High	119-295	119-240	-0-055	-0.1%	120-130
Low	119-172	119-175	0-003	0.0%	119-172
Close	119-202	119-207	0-005	0.0%	119-202
Range	0-123	0-065	-0-058	-47.2%	0-278
ATR	0-130	0-126	-0-005	-3.6%	0-000
Volume	521,452	376,708	-144,744	-27.8%	2,866,110

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-082	120-050	119-243
R3	120-017	119-305	119-225
R2	119-272	119-272	119-219
R1	119-240	119-240	119-213	119-256
PP	119-207	119-207	119-207	119-216
S1	119-175	119-175	119-201	119-191
S2	119-142	119-142	119-195
S3	119-077	119-110	119-189
S4	119-012	119-045	119-171

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%	0-126	0.3%	13%	False	False	549,622
10	121-057	119-172	1-205	1.4%	0-128	0.3%	7%	False	False	596,646
20	121-167	119-172	1-315	1.7%	0-123	0.3%	6%	False	False	596,672
40	122-145	119-172	2-293	2.4%	0-110	0.3%	4%	False	False	305,994

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	120-196
2.618	120-090
1.618	120-025
1.000	119-305
0.618	119-280
HIGH	119-240
0.618	119-215
0.500	119-208
0.382	119-200
LOW	119-175
0.618	119-135
1.000	119-110
1.618	119-070
2.618	119-005
4.250	118-219

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	119-208	119-294
PP	119-207	119-265
S1	119-207	119-236

Download as Excel Spreadsheet

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

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