ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 120-102 120-050 -0-052 -0.1% 120-282
High 120-115 120-097 -0-018 0.0% 121-057
Low 120-017 119-230 -0-107 -0.3% 120-005
Close 120-032 119-267 -0-085 -0.2% 120-037
Range 0-098 0-187 0-089 90.8% 1-052
ATR 0-126 0-131 0-004 3.4% 0-000
Volume 431,971 821,538 389,567 90.2% 3,456,580
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-226 121-113 120-050
R3 121-039 120-246 119-318
R2 120-172 120-172 119-301
R1 120-059 120-059 119-284 120-022
PP 119-305 119-305 119-305 119-286
S1 119-192 119-192 119-250 119-155
S2 119-118 119-118 119-233
S3 118-251 119-005 119-216
S4 118-064 118-138 119-164
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
5 120-147 119-230 0-237 0.6% 0-137 0.4% 16% False True 624,497
10 121-057 119-230 1-147 1.2% 0-118 0.3% 8% False True 653,894
20 122-145 119-230 2-235 2.3% 0-136 0.4% 4% False True 556,049
40 122-145 119-030 3-115 2.8% 0-108 0.3% 22% False False 283,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-252
2.618 121-267
1.618 121-080
1.000 120-284
0.618 120-213
HIGH 120-097
0.618 120-026
0.500 120-004
0.382 119-301
LOW 119-230
0.618 119-114
1.000 119-043
1.618 118-247
2.618 118-060
4.250 117-075
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 120-004 120-020
PP 119-305 119-316
S1 119-286 119-291

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

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