ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	129-200	129-285	0-085	0.2%	128-265
High	129-295	129-290	-0-005	0.0%	129-295
Low	129-200	129-165	-0-035	-0.1%	128-165
Close	129-275	129-175	-0-100	-0.2%	129-275
Range	0-095	0-125	0-030	31.6%	1-130
ATR	0-209	0-203	-0-006	-2.9%	0-000
Volume	11,426	4,171	-7,255	-63.5%	60,601

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-265	130-185	129-244
R3	130-140	130-060	129-209
R2	130-015	130-015	129-198
R1	129-255	129-255	129-186	129-232
PP	129-210	129-210	129-210	129-199
S1	129-130	129-130	129-164	129-108
S2	129-085	129-085	129-152
S3	128-280	129-005	129-141
S4	128-155	128-200	129-106

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-208	133-052	130-202
R3	132-078	131-242	130-079
R2	130-268	130-268	130-038
R1	130-112	130-112	129-316	130-190
PP	129-138	129-138	129-138	129-178
S1	128-302	128-302	129-234	129-060
S2	128-008	128-008	129-192
S3	126-198	127-172	129-151
S4	125-068	126-042	129-028

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-295	128-165	1-130	1.1%	0-165	0.4%	73%	False	False	11,775
10	130-030	128-165	1-185	1.2%	0-176	0.4%	65%	False	False	11,239
20	131-255	128-165	3-090	2.5%	0-185	0.4%	31%	False	False	463,452
40	133-015	128-070	4-265	3.7%	0-216	0.5%	28%	False	False	1,013,031
60	133-015	125-140	7-195	5.9%	0-214	0.5%	54%	False	False	1,066,589
80	133-015	125-090	7-245	6.0%	0-210	0.5%	55%	False	False	1,058,942
100	133-015	125-010	8-005	6.2%	0-199	0.5%	56%	False	False	862,142
120	133-015	125-010	8-005	6.2%	0-190	0.5%	56%	False	False	718,522

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-181
2.618	130-297
1.618	130-172
1.000	130-095
0.618	130-047
HIGH	129-290
0.618	129-242
0.500	129-228
0.382	129-213
LOW	129-165
0.618	129-088
1.000	129-040
1.618	128-283
2.618	128-158
4.250	127-274

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	129-228	129-228
PP	129-210	129-210
S1	129-192	129-192

Download as Excel Spreadsheet

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

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