ECBOT 5 Year T-Note Future September 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 120-162 120-233 0-070 0.2% 119-233
High 120-162 120-233 0-070 0.2% 119-282
Low 120-162 120-233 0-070 0.2% 119-180
Close 120-162 120-233 0-070 0.2% 119-250
Range
ATR 0-069 0-069 0-000 0.1% 0-000
Volume
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-233 120-233 120-233
R3 120-233 120-233 120-233
R2 120-233 120-233 120-233
R1 120-233 120-233 120-233 120-233
PP 120-233 120-233 120-233 120-233
S1 120-233 120-233 120-233 120-233
S2 120-233 120-233 120-233
S3 120-233 120-233 120-233
S4 120-233 120-233 120-233
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-225 120-180 119-306
R3 120-122 120-078 119-278
R2 120-020 120-020 119-269
R1 119-295 119-295 119-259 119-318
PP 119-238 119-238 119-238 119-249
S1 119-193 119-193 119-241 119-215
S2 119-135 119-135 119-231
S3 119-033 119-090 119-222
S4 118-250 118-308 119-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-233 119-250 0-302 0.8% 0-000 0.0% 100% True False
10 120-233 119-180 1-053 1.0% 0-000 0.0% 100% True False
20 120-233 119-035 1-198 1.3% 0-000 0.0% 100% True False
40 121-082 119-035 2-047 1.8% 0-000 0.0% 75% False False
60 121-082 117-210 3-192 3.0% 0-000 0.0% 85% False False
80 121-082 117-067 4-015 3.4% 0-000 0.0% 87% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 120-233
2.618 120-233
1.618 120-233
1.000 120-233
0.618 120-233
HIGH 120-233
0.618 120-233
0.500 120-233
0.382 120-233
LOW 120-233
0.618 120-233
1.000 120-233
1.618 120-233
2.618 120-233
4.250 120-233
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 120-233 120-212
PP 120-233 120-192
S1 120-233 120-171

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

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