ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 30-Mar-2016

Day Change Summary
	Previous	Current
	29-Mar-2016	30-Mar-2016	Change	Change %	Previous Week
Open	120-090	120-255	0-165	0.4%	120-135
High	120-267	120-317	0-050	0.1%	120-150
Low	120-080	120-227	0-147	0.4%	119-307
Close	120-250	120-302	0-052	0.1%	120-080
Range	0-187	0-090	-0-097	-51.9%	0-163
ATR	0-128	0-125	-0-003	-2.1%	0-000
Volume	746,461	727,293	-19,168	-2.6%	1,639,877

Daily Pivots for day following 30-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-232	121-197	121-032
R3	121-142	121-107	121-007
R2	121-052	121-052	120-318
R1	121-017	121-017	120-310	121-034
PP	120-282	120-282	120-282	120-291
S1	120-247	120-247	120-294	120-264
S2	120-192	120-192	120-286
S3	120-102	120-157	120-277
S4	120-012	120-067	120-252

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	120-317	119-307	1-010	0.9%	0-117	0.3%	95%	True	False	509,944
10	120-317	119-112	1-205	1.4%	0-130	0.3%	97%	True	False	537,776
20	120-317	119-112	1-205	1.4%	0-123	0.3%	97%	True	False	561,129
40	122-145	119-112	3-033	2.6%	0-129	0.3%	51%	False	False	453,305

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	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-060
2.618	121-233
1.618	121-143
1.000	121-087
0.618	121-053
HIGH	120-317
0.618	120-283
0.500	120-272
0.382	120-261
LOW	120-227
0.618	120-171
1.000	120-137
1.618	120-081
2.618	119-311
4.250	119-164

Fisher Pivots for day following 30-Mar-2016
Pivot	1 day	3 day
R1	120-292	120-260
PP	120-282	120-217
S1	120-272	120-174

Download as Excel Spreadsheet

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

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