ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 120-215 120-162 -0-053 -0.1% 119-272
High 120-215 120-207 -0-008 0.0% 120-245
Low 120-155 120-102 -0-053 -0.1% 119-210
Close 120-155 120-102 -0-053 -0.1% 120-212
Range 0-060 0-105 0-045 75.0% 1-035
ATR 0-122 0-121 -0-001 -1.0% 0-000
Volume 10,881 1,582 -9,299 -85.5% 81,748
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-132 121-062 120-160
R3 121-027 120-277 120-131
R2 120-242 120-242 120-121
R1 120-172 120-172 120-112 120-154
PP 120-137 120-137 120-137 120-128
S1 120-067 120-067 120-092 120-050
S2 120-032 120-032 120-083
S3 119-247 119-282 120-073
S4 119-142 119-177 120-044
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% 0-120 0.3% 60% False False 9,858
10 120-245 119-210 1-035 0.9% 0-107 0.3% 60% False False 14,864
20 121-195 119-210 1-305 1.6% 0-106 0.3% 34% False False 228,917
40 122-157 119-210 2-267 2.4% 0-126 0.3% 23% False False 532,647
60 122-157 118-017 4-140 3.7% 0-125 0.3% 51% False False 559,106
80 122-157 118-017 4-140 3.7% 0-122 0.3% 51% False False 567,020
100 122-157 117-302 4-175 3.8% 0-117 0.3% 52% False False 481,864
120 122-157 117-302 4-175 3.8% 0-108 0.3% 52% False False 401,824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-013
2.618 121-162
1.618 121-057
1.000 120-312
0.618 120-272
HIGH 120-207
0.618 120-167
0.500 120-154
0.382 120-142
LOW 120-102
0.618 120-037
1.000 119-317
1.618 119-252
2.618 119-147
4.250 118-296
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 120-154 120-174
PP 120-137 120-150
S1 120-120 120-126

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

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