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

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

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