ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 31-Mar-2016

Day Change Summary
	Previous	Current
	30-Mar-2016	31-Mar-2016	Change	Change %	Previous Week
Open	120-255	120-312	0-057	0.1%	120-135
High	120-317	121-085	0-088	0.2%	120-150
Low	120-227	120-287	0-060	0.2%	119-307
Close	120-302	121-052	0-070	0.2%	120-080
Range	0-090	0-118	0-028	31.1%	0-163
ATR	0-125	0-125	-0-001	-0.4%	0-000
Volume	727,293	763,128	35,835	4.9%	1,639,877

Daily Pivots for day following 31-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-069	122-018	121-117
R3	121-271	121-220	121-084
R2	121-153	121-153	121-074
R1	121-102	121-102	121-063	121-128
PP	121-035	121-035	121-035	121-047
S1	120-304	120-304	121-041	121-010
S2	120-237	120-237	121-030
S3	120-119	120-186	121-020
S4	120-001	120-068	120-307

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	121-085	120-032	1-053	1.0%	0-115	0.3%	91%	True	False	568,925
10	121-085	119-307	1-098	1.1%	0-115	0.3%	92%	True	False	525,508
20	121-085	119-112	1-293	1.6%	0-123	0.3%	95%	True	False	565,112
40	122-145	119-112	3-033	2.6%	0-129	0.3%	58%	False	False	472,106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-266
2.618	122-074
1.618	121-276
1.000	121-203
0.618	121-158
HIGH	121-085
0.618	121-040
0.500	121-026
0.382	121-012
LOW	120-287
0.618	120-214
1.000	120-169
1.618	120-096
2.618	119-298
4.250	119-106

Fisher Pivots for day following 31-Mar-2016
Pivot	1 day	3 day
R1	121-043	121-009
PP	121-035	120-286
S1	121-026	120-242

Download as Excel Spreadsheet

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

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