ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 120-005 120-102 0-097 0.3% 119-190
High 120-115 120-125 0-010 0.0% 120-157
Low 119-307 120-037 0-050 0.1% 119-112
Close 120-112 120-080 -0-032 -0.1% 120-135
Range 0-128 0-088 -0-040 -31.3% 1-045
ATR 0-129 0-126 -0-003 -2.3% 0-000
Volume 468,225 349,872 -118,353 -25.3% 2,947,386
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-025 120-300 120-128
R3 120-257 120-212 120-104
R2 120-169 120-169 120-096
R1 120-124 120-124 120-088 120-102
PP 120-081 120-081 120-081 120-070
S1 120-036 120-036 120-072 120-014
S2 119-313 119-313 120-064
S3 119-225 119-268 120-056
S4 119-137 119-180 120-032
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
5 120-150 119-307 0-163 0.4% 0-106 0.3% 57% False False 421,449
10 120-157 119-112 1-045 0.9% 0-123 0.3% 79% False False 510,871
20 121-057 119-112 1-265 1.5% 0-120 0.3% 49% False False 582,383
40 122-145 119-112 3-033 2.6% 0-125 0.3% 29% False False 410,496
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-029
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-179
2.618 121-035
1.618 120-267
1.000 120-213
0.618 120-179
HIGH 120-125
0.618 120-091
0.500 120-081
0.382 120-071
LOW 120-037
0.618 119-303
1.000 119-269
1.618 119-215
2.618 119-127
4.250 118-303
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 120-081 120-073
PP 120-081 120-066
S1 120-080 120-058

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

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