ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 23-Mar-2016

Day Change Summary
	Previous	Current
	22-Mar-2016	23-Mar-2016	Change	Change %	Previous Week
Open	120-062	120-005	-0-057	-0.1%	119-190
High	120-130	120-115	-0-015	0.0%	120-157
Low	120-000	119-307	-0-013	0.0%	119-112
Close	120-010	120-112	0-102	0.3%	120-135
Range	0-130	0-128	-0-002	-1.5%	1-045
ATR	0-129	0-129	0-000	-0.1%	0-000
Volume	481,761	468,225	-13,536	-2.8%	2,947,386

Daily Pivots for day following 23-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-135	121-092	120-182
R3	121-007	120-284	120-147
R2	120-199	120-199	120-135
R1	120-156	120-156	120-124	120-178
PP	120-071	120-071	120-071	120-082
S1	120-028	120-028	120-100	120-050
S2	119-263	119-263	120-089
S3	119-135	119-220	120-077
S4	119-007	119-092	120-042

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	119-307	0-170	0.4%	0-116	0.3%	74%	False	True	482,090
10	120-157	119-112	1-045	0.9%	0-133	0.3%	88%	False	False	558,038
20	121-150	119-112	2-038	1.8%	0-123	0.3%	47%	False	False	623,719
40	122-145	119-112	3-033	2.6%	0-125	0.3%	32%	False	False	401,825

Crabel Price Patterns
NR	True
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	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-019
2.618	121-130
1.618	121-002
1.000	120-243
0.618	120-194
HIGH	120-115
0.618	120-066
0.500	120-051
0.382	120-036
LOW	119-307
0.618	119-228
1.000	119-179
1.618	119-100
2.618	118-292
4.250	118-083

Fisher Pivots for day following 23-Mar-2016
Pivot	1 day	3 day
R1	120-092	120-098
PP	120-071	120-083
S1	120-051	120-068

Download as Excel Spreadsheet

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

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