ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	127-285	128-160	0-195	0.5%	127-170
High	128-290	128-190	-0-100	-0.2%	128-290
Low	127-260	128-005	0-065	0.2%	126-315
Close	128-145	128-125	-0-020	0.0%	128-145
Range	1-030	0-185	-0-165	-47.1%	1-295
ATR	0-214	0-212	-0-002	-1.0%	0-000
Volume	1,816,630	1,569,573	-247,057	-13.6%	7,707,914

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-022	129-258	128-227
R3	129-157	129-073	128-176
R2	128-292	128-292	128-159
R1	128-208	128-208	128-142	128-158
PP	128-107	128-107	128-107	128-081
S1	128-023	128-023	128-108	127-292
S2	127-242	127-242	128-091
S3	127-057	127-158	128-074
S4	126-192	126-293	128-023

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%	0-264	0.6%	73%	False	False	1,620,746
10	128-290	126-005	2-285	2.3%	0-240	0.6%	82%	False	False	1,450,027
20	128-290	125-140	3-150	2.7%	0-196	0.5%	85%	False	False	1,012,976
40	128-290	125-090	3-200	2.8%	0-196	0.5%	86%	False	False	1,011,459
60	128-290	125-010	3-280	3.0%	0-181	0.4%	87%	False	False	676,826
80	129-195	125-010	4-185	3.6%	0-168	0.4%	73%	False	False	507,688
100	129-195	125-010	4-185	3.6%	0-135	0.3%	73%	False	False	406,150
120	129-195	125-010	4-185	3.6%	0-112	0.3%	73%	False	False	338,458

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	131-016
2.618	130-034
1.618	129-169
1.000	129-055
0.618	128-304
HIGH	128-190
0.618	128-119
0.500	128-098
0.382	128-076
LOW	128-005
0.618	127-211
1.000	127-140
1.618	127-026
2.618	126-161
4.250	125-179

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	128-116	128-112
PP	128-107	128-098
S1	128-098	128-085

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

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