ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	128-150	129-000	0-170	0.4%	128-175
High	128-150	129-000	0-170	0.4%	129-040
Low	128-150	128-235	0-085	0.2%	127-310
Close	128-150	128-235	0-085	0.2%	127-310
Range	0-000	0-085	0-085		1-050
ATR	0-113	0-117	0-004	3.6%	0-000
Volume	0	1	1		1

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	129-198	129-142	128-282
R3	129-113	129-057	128-258
R2	129-028	129-028	128-251
R1	128-292	128-292	128-243	128-278
PP	128-263	128-263	128-263	128-256
S1	128-207	128-207	128-227	128-193
S2	128-178	128-178	128-219
S3	128-093	128-122	128-212
S4	128-008	128-037	128-188

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-263	131-017	128-194
R3	130-213	129-287	128-092
R2	129-163	129-163	128-058
R1	128-237	128-237	128-024	128-175
PP	128-113	128-113	128-113	128-083
S1	127-187	127-187	127-276	127-125
S2	127-063	127-063	127-242
S3	126-013	126-137	127-208
S4	124-283	125-087	127-107

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-000	127-310	1-010	0.8%	0-017	0.0%	74%	True	False
10	129-040	127-310	1-050	0.9%	0-008	0.0%	66%	False	False
20	130-120	127-310	2-130	1.9%	0-007	0.0%	32%	False	False
40	130-300	127-050	3-250	2.9%	0-004	0.0%	42%	False	False
60	130-300	124-115	6-185	5.1%	0-002	0.0%	67%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	130-041
2.618	129-223
1.618	129-138
1.000	129-085
0.618	129-053
HIGH	129-000
0.618	128-288
0.500	128-278
0.382	128-267
LOW	128-235
0.618	128-182
1.000	128-150
1.618	128-097
2.618	128-012
4.250	127-194

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	128-278	128-212
PP	128-263	128-188
S1	128-249	128-165

Download as Excel Spreadsheet

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

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