ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 120-062 120-005 -0-057 -0.1% 119-190
High 120-130 120-115 -0-015 0.0% 120-157
Low 120-000 119-307 -0-013 0.0% 119-112
Close 120-010 120-112 0-102 0.3% 120-135
Range 0-130 0-128 -0-002 -1.5% 1-045
ATR 0-129 0-129 0-000 -0.1% 0-000
Volume 481,761 468,225 -13,536 -2.8% 2,947,386
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-135 121-092 120-182
R3 121-007 120-284 120-147
R2 120-199 120-199 120-135
R1 120-156 120-156 120-124 120-178
PP 120-071 120-071 120-071 120-082
S1 120-028 120-028 120-100 120-050
S2 119-263 119-263 120-089
S3 119-135 119-220 120-077
S4 119-007 119-092 120-042
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
5 120-157 119-307 0-170 0.4% 0-116 0.3% 74% False True 482,090
10 120-157 119-112 1-045 0.9% 0-133 0.3% 88% False False 558,038
20 121-150 119-112 2-038 1.8% 0-123 0.3% 47% False False 623,719
40 122-145 119-112 3-033 2.6% 0-125 0.3% 32% False False 401,825
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-019
2.618 121-130
1.618 121-002
1.000 120-243
0.618 120-194
HIGH 120-115
0.618 120-066
0.500 120-051
0.382 120-036
LOW 119-307
0.618 119-228
1.000 119-179
1.618 119-100
2.618 118-292
4.250 118-083
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 120-092 120-098
PP 120-071 120-083
S1 120-051 120-068

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

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