ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 119-307 120-102 0-115 0.3% 120-282
High 120-130 120-115 -0-015 0.0% 121-057
Low 119-295 120-017 0-042 0.1% 120-005
Close 120-090 120-032 -0-058 -0.2% 120-037
Range 0-155 0-098 -0-057 -36.8% 1-052
ATR 0-129 0-126 -0-002 -1.7% 0-000
Volume 596,442 431,971 -164,471 -27.6% 3,456,580
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-029 120-288 120-086
R3 120-251 120-190 120-059
R2 120-153 120-153 120-050
R1 120-092 120-092 120-041 120-074
PP 120-055 120-055 120-055 120-045
S1 119-314 119-314 120-023 119-296
S2 119-277 119-277 120-014
S3 119-179 119-216 120-005
S4 119-081 119-118 119-298
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
5 120-155 119-280 0-195 0.5% 0-113 0.3% 37% False False 575,448
10 121-150 119-280 1-190 1.3% 0-114 0.3% 14% False False 689,401
20 122-145 119-280 2-185 2.1% 0-134 0.3% 9% False False 516,404
40 122-145 119-030 3-115 2.8% 0-104 0.3% 30% False False 263,065
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-212
2.618 121-052
1.618 120-274
1.000 120-213
0.618 120-176
HIGH 120-115
0.618 120-078
0.500 120-066
0.382 120-054
LOW 120-017
0.618 119-276
1.000 119-239
1.618 119-178
2.618 119-080
4.250 118-240
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 120-066 120-045
PP 120-055 120-041
S1 120-043 120-036

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

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