ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 121-045 120-220 -0-145 -0.4% 121-035
High 121-092 120-242 -0-170 -0.4% 121-195
Low 120-202 120-147 -0-055 -0.1% 120-265
Close 120-207 120-167 -0-040 -0.1% 121-002
Range 0-210 0-095 -0-115 -54.8% 0-250
ATR 0-144 0-141 -0-004 -2.4% 0-000
Volume 122,257 79,333 -42,924 -35.1% 6,543,036
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-150 121-094 120-219
R3 121-055 120-319 120-193
R2 120-280 120-280 120-184
R1 120-224 120-224 120-176 120-204
PP 120-185 120-185 120-185 120-176
S1 120-129 120-129 120-158 120-110
S2 120-090 120-090 120-150
S3 119-315 120-034 120-141
S4 119-220 119-259 120-115
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 123-157 123-010 121-140
R3 122-227 122-080 121-071
R2 121-297 121-297 121-048
R1 121-150 121-150 121-025 121-098
PP 121-047 121-047 121-047 121-022
S1 120-220 120-220 120-299 120-168
S2 120-117 120-117 120-276
S3 119-187 119-290 120-253
S4 118-257 119-040 120-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-175 120-147 1-028 0.9% 0-105 0.3% 6% False True 519,923
10 121-195 120-147 1-048 1.0% 0-118 0.3% 5% False True 836,976
20 122-157 120-147 2-010 1.7% 0-141 0.4% 3% False True 854,561
40 122-157 118-122 4-035 3.4% 0-139 0.4% 52% False False 782,597
60 122-157 118-017 4-140 3.7% 0-127 0.3% 56% False False 685,018
80 122-157 117-302 4-175 3.8% 0-120 0.3% 57% False False 598,379
100 122-157 117-302 4-175 3.8% 0-112 0.3% 57% False False 479,027
120 122-157 117-302 4-175 3.8% 0-096 0.2% 57% False False 399,189
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-006
2.618 121-171
1.618 121-076
1.000 121-017
0.618 120-301
HIGH 120-242
0.618 120-206
0.500 120-194
0.382 120-183
LOW 120-147
0.618 120-088
1.000 120-052
1.618 119-313
2.618 119-218
4.250 119-063
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 120-194 120-280
PP 120-185 120-242
S1 120-176 120-204

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

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