ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 120-090 120-255 0-165 0.4% 120-135
High 120-267 120-317 0-050 0.1% 120-150
Low 120-080 120-227 0-147 0.4% 119-307
Close 120-250 120-302 0-052 0.1% 120-080
Range 0-187 0-090 -0-097 -51.9% 0-163
ATR 0-128 0-125 -0-003 -2.1% 0-000
Volume 746,461 727,293 -19,168 -2.6% 1,639,877
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-232 121-197 121-032
R3 121-142 121-107 121-007
R2 121-052 121-052 120-318
R1 121-017 121-017 120-310 121-034
PP 120-282 120-282 120-282 120-291
S1 120-247 120-247 120-294 120-264
S2 120-192 120-192 120-286
S3 120-102 120-157 120-277
S4 120-012 120-067 120-252
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-241 121-164 120-170
R3 121-078 121-001 120-125
R2 120-235 120-235 120-110
R1 120-158 120-158 120-095 120-115
PP 120-072 120-072 120-072 120-051
S1 119-315 119-315 120-065 119-272
S2 119-229 119-229 120-050
S3 119-066 119-152 120-035
S4 118-223 118-309 119-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-317 119-307 1-010 0.9% 0-117 0.3% 95% True False 509,944
10 120-317 119-112 1-205 1.4% 0-130 0.3% 97% True False 537,776
20 120-317 119-112 1-205 1.4% 0-123 0.3% 97% True False 561,129
40 122-145 119-112 3-033 2.6% 0-129 0.3% 51% False False 453,305
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-060
2.618 121-233
1.618 121-143
1.000 121-087
0.618 121-053
HIGH 120-317
0.618 120-283
0.500 120-272
0.382 120-261
LOW 120-227
0.618 120-171
1.000 120-137
1.618 120-081
2.618 119-311
4.250 119-164
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 120-292 120-260
PP 120-282 120-217
S1 120-272 120-174

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

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