ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 120-057 119-307 -0-070 -0.2% 120-282
High 120-062 120-130 0-068 0.2% 121-057
Low 119-280 119-295 0-015 0.0% 120-005
Close 119-297 120-090 0-113 0.3% 120-037
Range 0-102 0-155 0-053 52.0% 1-052
ATR 0-127 0-129 0-002 1.6% 0-000
Volume 494,707 596,442 101,735 20.6% 3,456,580
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-210 121-145 120-175
R3 121-055 120-310 120-133
R2 120-220 120-220 120-118
R1 120-155 120-155 120-104 120-188
PP 120-065 120-065 120-065 120-081
S1 120-000 120-000 120-076 120-032
S2 119-230 119-230 120-062
S3 119-075 119-165 120-047
S4 118-240 119-010 120-005
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 123-296 123-058 120-242
R3 122-244 122-006 120-139
R2 121-192 121-192 120-105
R1 120-274 120-274 120-071 120-207
PP 120-140 120-140 120-140 120-106
S1 119-222 119-222 120-003 119-155
S2 119-088 119-088 119-289
S3 118-036 118-170 119-255
S4 116-304 117-118 119-152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-192 119-280 0-232 0.6% 0-115 0.3% 56% False False 625,748
10 121-167 119-280 1-207 1.4% 0-120 0.3% 25% False False 767,082
20 122-145 119-280 2-185 2.1% 0-134 0.3% 16% False False 497,767
40 122-145 118-313 3-152 2.9% 0-102 0.3% 38% False False 252,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-149
2.618 121-216
1.618 121-061
1.000 120-285
0.618 120-226
HIGH 120-130
0.618 120-071
0.500 120-052
0.382 120-034
LOW 119-295
0.618 119-199
1.000 119-140
1.618 119-044
2.618 118-209
4.250 117-276
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 120-078 120-078
PP 120-065 120-066
S1 120-052 120-054

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

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