ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	119-205	119-180	-0-025	-0.1%	120-057
High	119-275	120-060	0-105	0.3%	120-130
Low	119-170	119-112	-0-058	-0.2%	119-172
Close	119-185	120-015	0-150	0.4%	119-202
Range	0-105	0-268	0-163	155.2%	0-278
ATR	0-124	0-134	0-010	8.3%	0-000
Volume	564,418	885,811	321,393	56.9%	2,866,110

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-120	122-015	120-162
R3	121-172	121-067	120-089
R2	120-224	120-224	120-064
R1	120-119	120-119	120-040	120-172
PP	119-276	119-276	119-276	119-302
S1	119-171	119-171	119-310	119-224
S2	119-008	119-008	119-286
S3	118-060	118-223	119-261
S4	117-112	117-275	119-188

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	120-097	119-112	0-305	0.8%	0-150	0.4%	73%	False	True	633,985
10	120-155	119-112	1-043	0.9%	0-132	0.3%	61%	False	True	604,716
20	121-167	119-112	2-055	1.8%	0-127	0.3%	32%	False	True	660,895
40	122-145	119-112	3-033	2.6%	0-117	0.3%	22%	False	True	342,184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	123-239
2.618	122-122
1.618	121-174
1.000	121-008
0.618	120-226
HIGH	120-060
0.618	119-278
0.500	119-246
0.382	119-214
LOW	119-112
0.618	118-266
1.000	118-164
1.618	117-318
2.618	117-050
4.250	115-253

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	119-305	119-305
PP	119-276	119-276
S1	119-246	119-246

Download as Excel Spreadsheet

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

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