ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 119-272 119-300 0-028 0.1% 120-117
High 119-305 120-025 0-040 0.1% 120-187
Low 119-270 119-262 -0-008 0.0% 119-260
Close 119-285 119-267 -0-018 0.0% 119-282
Range 0-035 0-083 0-048 137.1% 0-247
ATR 0-122 0-119 -0-003 -2.3% 0-000
Volume 9,637 35,283 25,646 266.1% 111,478
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-220 120-167 119-313
R3 120-137 120-084 119-290
R2 120-054 120-054 119-282
R1 120-001 120-001 119-275 119-306
PP 119-291 119-291 119-291 119-284
S1 119-238 119-238 119-259 119-223
S2 119-208 119-208 119-252
S3 119-125 119-155 119-244
S4 119-042 119-072 119-221
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 122-131 121-293 120-098
R3 121-204 121-046 120-030
R2 120-277 120-277 120-007
R1 120-119 120-119 119-305 120-074
PP 120-030 120-030 120-030 120-007
S1 119-192 119-192 119-259 119-148
S2 119-103 119-103 119-237
S3 118-176 118-265 119-214
S4 117-249 118-018 119-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-170 119-260 0-230 0.6% 0-094 0.2% 3% False False 19,871
10 120-242 119-260 0-302 0.8% 0-094 0.2% 2% False False 34,617
20 121-195 119-260 1-255 1.5% 0-110 0.3% 1% False False 470,976
40 122-157 119-250 2-227 2.3% 0-126 0.3% 2% False False 617,831
60 122-157 118-017 4-140 3.7% 0-121 0.3% 40% False False 591,279
80 122-157 118-017 4-140 3.7% 0-120 0.3% 40% False False 600,447
100 122-157 117-302 4-175 3.8% 0-115 0.3% 42% False False 481,679
120 122-157 117-302 4-175 3.8% 0-103 0.3% 42% False False 401,413
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-058
2.618 120-242
1.618 120-159
1.000 120-108
0.618 120-076
HIGH 120-025
0.618 119-313
0.500 119-304
0.382 119-294
LOW 119-262
0.618 119-211
1.000 119-179
1.618 119-128
2.618 119-045
4.250 118-229
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 119-304 119-308
PP 119-291 119-294
S1 119-279 119-280

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

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