ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	120-060	120-135	0-075	0.2%	119-190
High	120-150	120-150	0-000	0.0%	120-157
Low	120-057	120-057	0-000	0.0%	119-112
Close	120-135	120-062	-0-073	-0.2%	120-135
Range	0-093	0-093	0-000	0.0%	1-045
ATR	0-132	0-129	-0-003	-2.1%	0-000
Volume	467,370	340,019	-127,351	-27.2%	2,947,386

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-049	120-308	120-113
R3	120-276	120-215	120-088
R2	120-183	120-183	120-079
R1	120-122	120-122	120-071	120-106
PP	120-090	120-090	120-090	120-082
S1	120-029	120-029	120-053	120-013
S2	119-317	119-317	120-045
S3	119-224	119-256	120-036
S4	119-131	119-163	120-011

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-163	123-034	121-016
R3	122-118	121-309	120-235
R2	121-073	121-073	120-202
R1	120-264	120-264	120-168	121-008
PP	120-028	120-028	120-028	120-060
S1	119-219	119-219	120-102	119-284
S2	118-303	118-303	120-068
S3	117-258	118-174	120-035
S4	116-213	117-129	119-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-157	119-112	1-045	0.9%	0-139	0.4%	74%	False	False	582,139
10	120-157	119-112	1-045	0.9%	0-132	0.3%	74%	False	False	565,880
20	121-167	119-112	2-055	1.8%	0-125	0.3%	39%	False	False	694,589
40	122-145	119-112	3-033	2.6%	0-120	0.3%	27%	False	False	378,292

Crabel Price Patterns
NR	False
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	0-026

Fibonacci Retracements and Extensions
4.250	121-225
2.618	121-073
1.618	120-300
1.000	120-243
0.618	120-207
HIGH	120-150
0.618	120-114
0.500	120-104
0.382	120-093
LOW	120-057
0.618	120-000
1.000	119-284
1.618	119-227
2.618	119-134
4.250	118-302

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	120-104	120-090
PP	120-090	120-080
S1	120-076	120-071

Download as Excel Spreadsheet

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

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