ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 119-190 119-205 0-015 0.0% 120-057
High 119-240 119-275 0-035 0.1% 120-130
Low 119-175 119-170 -0-005 0.0% 119-172
Close 119-207 119-185 -0-022 -0.1% 119-202
Range 0-065 0-105 0-040 61.5% 0-278
ATR 0-126 0-124 -0-001 -1.2% 0-000
Volume 376,708 564,418 187,710 49.8% 2,866,110
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-205 120-140 119-243
R3 120-100 120-035 119-214
R2 119-315 119-315 119-204
R1 119-250 119-250 119-195 119-230
PP 119-210 119-210 119-210 119-200
S1 119-145 119-145 119-175 119-125
S2 119-105 119-105 119-166
S3 119-000 119-040 119-156
S4 118-215 118-255 119-127
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
5 120-115 119-170 0-265 0.7% 0-116 0.3% 6% False True 543,217
10 120-192 119-170 1-022 0.9% 0-115 0.3% 4% False True 584,483
20 121-167 119-170 1-317 1.7% 0-123 0.3% 2% False True 622,133
40 122-145 119-170 2-295 2.4% 0-111 0.3% 2% False True 320,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-081
2.618 120-230
1.618 120-125
1.000 120-060
0.618 120-020
HIGH 119-275
0.618 119-235
0.500 119-222
0.382 119-210
LOW 119-170
0.618 119-105
1.000 119-065
1.618 119-000
2.618 118-215
4.250 118-044
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 119-222 119-232
PP 119-210 119-217
S1 119-198 119-201

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

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