ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	120-135	120-062	-0-073	-0.2%	119-190
High	120-150	120-130	-0-020	-0.1%	120-157
Low	120-057	120-000	-0-057	-0.1%	119-112
Close	120-062	120-010	-0-052	-0.1%	120-135
Range	0-093	0-130	0-037	39.8%	1-045
ATR	0-129	0-129	0-000	0.0%	0-000
Volume	340,019	481,761	141,742	41.7%	2,947,386

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-117	121-033	120-082
R3	120-307	120-223	120-046
R2	120-177	120-177	120-034
R1	120-093	120-093	120-022	120-070
PP	120-047	120-047	120-047	120-035
S1	119-283	119-283	119-318	119-260
S2	119-237	119-237	119-306
S3	119-107	119-153	119-294
S4	118-297	119-023	119-258

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	1.0%	0-144	0.4%	60%	False	False	565,608
10	120-157	119-112	1-045	1.0%	0-130	0.3%	60%	False	False	554,412
20	121-167	119-112	2-055	1.8%	0-125	0.3%	31%	False	False	660,747
40	122-145	119-112	3-033	2.6%	0-123	0.3%	22%	False	False	390,193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-042
2.618	121-150
1.618	121-020
1.000	120-260
0.618	120-210
HIGH	120-130
0.618	120-080
0.500	120-065
0.382	120-050
LOW	120-000
0.618	119-240
1.000	119-190
1.618	119-110
2.618	118-300
4.250	118-088

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	120-065	120-075
PP	120-047	120-053
S1	120-028	120-032

Download as Excel Spreadsheet

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

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