ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	28-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	120-072	120-090	0-018	0.0%	120-135
High	120-122	120-267	0-145	0.4%	120-150
Low	120-032	120-080	0-048	0.1%	119-307
Close	120-115	120-250	0-135	0.4%	120-080
Range	0-090	0-187	0-097	107.8%	0-163
ATR	0-124	0-128	0-005	3.7%	0-000
Volume	257,872	746,461	488,589	189.5%	1,639,877

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-120	122-052	121-033
R3	121-253	121-185	120-301
R2	121-066	121-066	120-284
R1	120-318	120-318	120-267	121-032
PP	120-199	120-199	120-199	120-216
S1	120-131	120-131	120-233	120-165
S2	120-012	120-012	120-216
S3	119-145	119-264	120-199
S4	118-278	119-077	120-147

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-241	121-164	120-170
R3	121-078	121-001	120-125
R2	120-235	120-235	120-110
R1	120-158	120-158	120-095	120-115
PP	120-072	120-072	120-072	120-051
S1	119-315	119-315	120-065	119-272
S2	119-229	119-229	120-050
S3	119-066	119-152	120-035
S4	118-223	118-309	119-310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-267	119-307	0-280	0.7%	0-125	0.3%	94%	True	False	460,838
10	120-267	119-112	1-155	1.2%	0-132	0.3%	96%	True	False	521,488
20	121-057	119-112	1-265	1.5%	0-130	0.3%	78%	False	False	559,067
40	122-145	119-112	3-033	2.6%	0-129	0.3%	46%	False	False	435,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	123-102
2.618	122-117
1.618	121-250
1.000	121-134
0.618	121-063
HIGH	120-267
0.618	120-196
0.500	120-174
0.382	120-151
LOW	120-080
0.618	119-284
1.000	119-213
1.618	119-097
2.618	118-230
4.250	117-245

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	120-224	120-216
PP	120-199	120-183
S1	120-174	120-150

Download as Excel Spreadsheet

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

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