ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 119-270 119-190 -0-080 -0.2% 120-057
High 119-295 119-240 -0-055 -0.1% 120-130
Low 119-172 119-175 0-003 0.0% 119-172
Close 119-202 119-207 0-005 0.0% 119-202
Range 0-123 0-065 -0-058 -47.2% 0-278
ATR 0-130 0-126 -0-005 -3.6% 0-000
Volume 521,452 376,708 -144,744 -27.8% 2,866,110
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-082 120-050 119-243
R3 120-017 119-305 119-225
R2 119-272 119-272 119-219
R1 119-240 119-240 119-213 119-256
PP 119-207 119-207 119-207 119-216
S1 119-175 119-175 119-201 119-191
S2 119-142 119-142 119-195
S3 119-077 119-110 119-189
S4 119-012 119-045 119-171
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 122-149 121-293 120-035
R3 121-191 121-015 119-278
R2 120-233 120-233 119-253
R1 120-057 120-057 119-227 120-006
PP 119-275 119-275 119-275 119-249
S1 119-099 119-099 119-177 119-048
S2 118-317 118-317 119-151
S3 118-039 118-141 119-126
S4 117-081 117-183 119-049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-130 119-172 0-278 0.7% 0-126 0.3% 13% False False 549,622
10 121-057 119-172 1-205 1.4% 0-128 0.3% 7% False False 596,646
20 121-167 119-172 1-315 1.7% 0-123 0.3% 6% False False 596,672
40 122-145 119-172 2-293 2.4% 0-110 0.3% 4% False False 305,994
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 120-196
2.618 120-090
1.618 120-025
1.000 119-305
0.618 119-280
HIGH 119-240
0.618 119-215
0.500 119-208
0.382 119-200
LOW 119-175
0.618 119-135
1.000 119-110
1.618 119-070
2.618 119-005
4.250 118-219
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 119-208 119-294
PP 119-207 119-265
S1 119-207 119-236

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

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