ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	125-225	125-280	0-055	0.1%	126-030
High	125-315	126-180	0-185	0.5%	126-130
Low	125-200	125-245	0-045	0.1%	125-140
Close	125-290	126-050	0-080	0.2%	125-290
Range	0-115	0-255	0-140	121.7%	0-310
ATR	0-170	0-176	0-006	3.6%	0-000
Volume	459,340	1,118,698	659,358	143.5%	2,113,368

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-177	128-048	126-190
R3	127-242	127-113	126-120
R2	126-307	126-307	126-097
R1	126-178	126-178	126-073	126-242
PP	126-052	126-052	126-052	126-084
S1	125-243	125-243	126-027	125-308
S2	125-117	125-117	126-003
S3	124-182	124-308	125-300
S4	123-247	124-053	125-230

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-263	128-107	126-140
R3	127-273	127-117	126-055
R2	126-283	126-283	126-027
R1	126-127	126-127	125-318	126-050
PP	125-293	125-293	125-293	125-255
S1	125-137	125-137	125-262	125-060
S2	124-303	124-303	125-233
S3	123-313	124-147	125-205
S4	123-003	123-157	125-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-180	125-140	1-040	0.9%	0-172	0.4%	64%	True	False	646,413
10	126-240	125-140	1-100	1.0%	0-151	0.4%	55%	False	False	575,925
20	127-100	125-090	2-010	1.6%	0-186	0.5%	43%	False	False	825,598
40	127-100	125-010	2-090	1.8%	0-173	0.4%	49%	False	False	652,494
60	129-095	125-010	4-085	3.4%	0-164	0.4%	26%	False	False	435,209
80	129-195	125-010	4-185	3.6%	0-138	0.3%	25%	False	False	326,434
100	129-195	125-010	4-185	3.6%	0-111	0.3%	25%	False	False	261,147
120	129-195	124-175	5-020	4.0%	0-092	0.2%	32%	False	False	217,623

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	0-030
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	129-304
2.618	128-208
1.618	127-273
1.000	127-115
0.618	127-018
HIGH	126-180
0.618	126-083
0.500	126-052
0.382	126-022
LOW	125-245
0.618	125-087
1.000	124-310
1.618	124-152
2.618	123-217
4.250	122-121

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	126-052	126-033
PP	126-052	126-017
S1	126-051	126-000

Download as Excel Spreadsheet

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

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