ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 120-047 120-060 0-013 0.0% 119-190
High 120-157 120-150 -0-007 0.0% 120-157
Low 120-022 120-057 0-035 0.1% 119-112
Close 120-060 120-135 0-075 0.2% 120-135
Range 0-135 0-093 -0-042 -31.1% 1-045
ATR 0-135 0-132 -0-003 -2.2% 0-000
Volume 653,079 467,370 -185,709 -28.4% 2,947,386
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-073 121-037 120-186
R3 120-300 120-264 120-161
R2 120-207 120-207 120-152
R1 120-171 120-171 120-144 120-189
PP 120-114 120-114 120-114 120-123
S1 120-078 120-078 120-126 120-096
S2 120-021 120-021 120-118
S3 119-248 119-305 120-109
S4 119-155 119-212 120-084
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 123-163 123-034 121-016
R3 122-118 121-309 120-235
R2 121-073 121-073 120-202
R1 120-264 120-264 120-168 121-008
PP 120-028 120-028 120-028 120-060
S1 119-219 119-219 120-102 119-284
S2 118-303 118-303 120-068
S3 117-258 118-174 120-035
S4 116-213 117-129 119-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-157 119-112 1-045 0.9% 0-133 0.3% 94% False False 589,477
10 120-157 119-112 1-045 0.9% 0-133 0.3% 94% False False 581,349
20 121-167 119-112 2-055 1.8% 0-125 0.3% 49% False False 703,498
40 122-145 119-112 3-033 2.6% 0-120 0.3% 35% False False 369,975
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-225
2.618 121-073
1.618 120-300
1.000 120-243
0.618 120-207
HIGH 120-150
0.618 120-114
0.500 120-104
0.382 120-093
LOW 120-057
0.618 120-000
1.000 119-284
1.618 119-227
2.618 119-134
4.250 118-302
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 120-124 120-082
PP 120-114 120-028
S1 120-104 119-294

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

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