ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	127-270	127-285	0-015	0.0%	127-170
High	128-070	128-290	0-220	0.5%	128-290
Low	127-200	127-260	0-060	0.1%	126-315
Close	127-265	128-145	0-200	0.5%	128-145
Range	0-190	1-030	0-160	84.2%	1-295
ATR	0-204	0-214	0-010	5.1%	0-000
Volume	1,549,100	1,816,630	267,530	17.3%	7,707,914

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-215	131-050	129-018
R3	130-185	130-020	128-241
R2	129-155	129-155	128-209
R1	128-310	128-310	128-177	129-072
PP	128-125	128-125	128-125	128-166
S1	127-280	127-280	128-113	128-042
S2	127-095	127-095	128-081
S3	126-065	126-250	128-049
S4	125-035	125-220	127-272

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-282	133-028	129-163
R3	131-307	131-053	128-314
R2	130-012	130-012	128-258
R1	129-078	129-078	128-201	129-205
PP	128-037	128-037	128-037	128-100
S1	127-103	127-103	128-089	127-230
S2	126-062	126-062	128-032
S3	124-087	125-128	127-296
S4	122-112	123-153	127-127

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-290	126-315	1-295	1.5%	0-269	0.7%	76%	True	False	1,541,582
10	128-290	125-245	3-045	2.4%	0-248	0.6%	86%	True	False	1,404,939
20	128-290	125-140	3-150	2.7%	0-196	0.5%	87%	True	False	983,574
40	128-290	125-090	3-200	2.8%	0-194	0.5%	88%	True	False	972,219
60	128-290	125-010	3-280	3.0%	0-179	0.4%	88%	True	False	650,680
80	129-195	125-010	4-185	3.6%	0-166	0.4%	75%	False	False	488,068
100	129-195	125-010	4-185	3.6%	0-133	0.3%	75%	False	False	390,454
120	129-195	125-010	4-185	3.6%	0-111	0.3%	75%	False	False	325,378

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	0-062
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	133-178
2.618	131-246
1.618	130-216
1.000	130-000
0.618	129-186
HIGH	128-290
0.618	128-156
0.500	128-115
0.382	128-074
LOW	127-260
0.618	127-044
1.000	126-230
1.618	126-014
2.618	124-304
4.250	123-052

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	128-135	128-114
PP	128-125	128-083
S1	128-115	128-052

Download as Excel Spreadsheet

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

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