ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 119-280 120-180 0-220 0.6% 120-117
High 120-132 120-240 0-108 0.3% 120-187
Low 119-210 120-120 0-230 0.6% 119-260
Close 120-097 120-145 0-048 0.1% 119-282
Range 0-242 0-120 -0-122 -50.4% 0-247
ATR 0-128 0-129 0-001 0.8% 0-000
Volume 20,505 6,567 -13,938 -68.0% 111,478
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-208 121-137 120-211
R3 121-088 121-017 120-178
R2 120-288 120-288 120-167
R1 120-217 120-217 120-156 120-192
PP 120-168 120-168 120-168 120-156
S1 120-097 120-097 120-134 120-072
S2 120-048 120-048 120-123
S3 119-248 119-297 120-112
S4 119-128 119-177 120-079
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
5 120-240 119-210 1-030 0.9% 0-115 0.3% 73% True False 16,241
10 120-240 119-210 1-030 0.9% 0-114 0.3% 73% True False 24,667
20 121-195 119-210 1-305 1.6% 0-113 0.3% 41% False False 400,340
40 122-157 119-210 2-267 2.4% 0-128 0.3% 28% False False 579,111
60 122-157 118-017 4-140 3.7% 0-125 0.3% 54% False False 574,621
80 122-157 118-017 4-140 3.7% 0-122 0.3% 54% False False 598,620
100 122-157 117-302 4-175 3.8% 0-117 0.3% 55% False False 481,753
120 122-157 117-302 4-175 3.8% 0-106 0.3% 55% False False 401,639
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-110
2.618 121-234
1.618 121-114
1.000 121-040
0.618 120-314
HIGH 120-240
0.618 120-194
0.500 120-180
0.382 120-166
LOW 120-120
0.618 120-046
1.000 120-000
1.618 119-246
2.618 119-126
4.250 118-250
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 120-180 120-118
PP 120-168 120-092
S1 120-157 120-065

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

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