ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 120-187 120-215 0-028 0.1% 119-272
High 120-245 120-215 -0-030 -0.1% 120-245
Low 120-170 120-155 -0-015 0.0% 119-210
Close 120-212 120-155 -0-057 -0.1% 120-212
Range 0-075 0-060 -0-015 -20.0% 1-035
ATR 0-127 0-122 -0-005 -3.8% 0-000
Volume 9,756 10,881 1,125 11.5% 81,748
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-035 120-315 120-188
R3 120-295 120-255 120-172
R2 120-235 120-235 120-166
R1 120-195 120-195 120-160 120-185
PP 120-175 120-175 120-175 120-170
S1 120-135 120-135 120-150 120-125
S2 120-115 120-115 120-144
S3 120-055 120-075 120-138
S4 119-315 120-015 120-122
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 123-221 123-091 121-087
R3 122-186 122-056 120-310
R2 121-151 121-151 120-277
R1 121-021 121-021 120-245 121-086
PP 120-116 120-116 120-116 120-148
S1 119-306 119-306 120-179 120-051
S2 119-081 119-081 120-147
S3 118-046 118-271 120-114
S4 117-011 117-236 120-017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-245 119-210 1-035 0.9% 0-116 0.3% 75% False False 16,598
10 120-245 119-210 1-035 0.9% 0-106 0.3% 75% False False 16,487
20 121-195 119-210 1-305 1.6% 0-108 0.3% 42% False False 317,788
40 122-157 119-210 2-267 2.4% 0-126 0.3% 29% False False 543,787
60 122-157 118-017 4-140 3.7% 0-124 0.3% 55% False False 563,571
80 122-157 118-017 4-140 3.7% 0-122 0.3% 55% False False 583,193
100 122-157 117-302 4-175 3.8% 0-117 0.3% 56% False False 481,911
120 122-157 117-302 4-175 3.8% 0-107 0.3% 56% False False 401,811
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 121-150
2.618 121-052
1.618 120-312
1.000 120-275
0.618 120-252
HIGH 120-215
0.618 120-192
0.500 120-185
0.382 120-178
LOW 120-155
0.618 120-118
1.000 120-095
1.618 120-058
2.618 119-318
4.250 119-220
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 120-185 120-182
PP 120-175 120-173
S1 120-165 120-164

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

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