ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	120-005	120-102	0-097	0.3%	119-190
High	120-115	120-125	0-010	0.0%	120-157
Low	119-307	120-037	0-050	0.1%	119-112
Close	120-112	120-080	-0-032	-0.1%	120-135
Range	0-128	0-088	-0-040	-31.3%	1-045
ATR	0-129	0-126	-0-003	-2.3%	0-000
Volume	468,225	349,872	-118,353	-25.3%	2,947,386

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-025	120-300	120-128
R3	120-257	120-212	120-104
R2	120-169	120-169	120-096
R1	120-124	120-124	120-088	120-102
PP	120-081	120-081	120-081	120-070
S1	120-036	120-036	120-072	120-014
S2	119-313	119-313	120-064
S3	119-225	119-268	120-056
S4	119-137	119-180	120-032

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	120-150	119-307	0-163	0.4%	0-106	0.3%	57%	False	False	421,449
10	120-157	119-112	1-045	0.9%	0-123	0.3%	79%	False	False	510,871
20	121-057	119-112	1-265	1.5%	0-120	0.3%	49%	False	False	582,383
40	122-145	119-112	3-033	2.6%	0-125	0.3%	29%	False	False	410,496

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-029
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121-179
2.618	121-035
1.618	120-267
1.000	120-213
0.618	120-179
HIGH	120-125
0.618	120-091
0.500	120-081
0.382	120-071
LOW	120-037
0.618	119-303
1.000	119-269
1.618	119-215
2.618	119-127
4.250	118-303

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	120-081	120-073
PP	120-081	120-066
S1	120-080	120-058

Download as Excel Spreadsheet

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

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