ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	119-190	119-205	0-015	0.0%	120-057
High	119-240	119-275	0-035	0.1%	120-130
Low	119-175	119-170	-0-005	0.0%	119-172
Close	119-207	119-185	-0-022	-0.1%	119-202
Range	0-065	0-105	0-040	61.5%	0-278
ATR	0-126	0-124	-0-001	-1.2%	0-000
Volume	376,708	564,418	187,710	49.8%	2,866,110

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-205	120-140	119-243
R3	120-100	120-035	119-214
R2	119-315	119-315	119-204
R1	119-250	119-250	119-195	119-230
PP	119-210	119-210	119-210	119-200
S1	119-145	119-145	119-175	119-125
S2	119-105	119-105	119-166
S3	119-000	119-040	119-156
S4	118-215	118-255	119-127

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	120-115	119-170	0-265	0.7%	0-116	0.3%	6%	False	True	543,217
10	120-192	119-170	1-022	0.9%	0-115	0.3%	4%	False	True	584,483
20	121-167	119-170	1-317	1.7%	0-123	0.3%	2%	False	True	622,133
40	122-145	119-170	2-295	2.4%	0-111	0.3%	2%	False	True	320,095

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-081
2.618	120-230
1.618	120-125
1.000	120-060
0.618	120-020
HIGH	119-275
0.618	119-235
0.500	119-222
0.382	119-210
LOW	119-170
0.618	119-105
1.000	119-065
1.618	119-000
2.618	118-215
4.250	118-044

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	119-222	119-232
PP	119-210	119-217
S1	119-198	119-201

Download as Excel Spreadsheet

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

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