ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	128-275	128-180	-0-095	-0.2%	128-160
High	129-055	128-235	-0-140	-0.3%	129-080
Low	128-160	128-025	-0-135	-0.3%	128-005
Close	128-215	128-120	-0-095	-0.2%	128-120
Range	0-215	0-210	-0-005	-2.3%	1-075
ATR	0-219	0-219	-0-001	-0.3%	0-000
Volume	1,841,733	1,248,529	-593,204	-32.2%	6,655,929

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-117	130-008	128-236
R3	129-227	129-118	128-178
R2	129-017	129-017	128-158
R1	128-228	128-228	128-139	128-178
PP	128-127	128-127	128-127	128-101
S1	128-018	128-018	128-101	127-288
S2	127-237	127-237	128-082
S3	127-027	127-128	128-062
S4	126-137	126-238	128-004

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-080	131-175	129-017
R3	131-005	130-100	128-229
R2	129-250	129-250	128-192
R1	129-025	129-025	128-156	128-260
PP	128-175	128-175	128-175	128-132
S1	127-270	127-270	128-084	127-185
S2	127-100	127-100	128-048
S3	126-025	126-195	128-011
S4	124-270	125-120	127-223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-080	127-260	1-140	1.1%	0-256	0.6%	39%	False	False	1,694,511
10	129-080	126-185	2-215	2.1%	0-259	0.6%	67%	False	False	1,602,099
20	129-080	125-140	3-260	3.0%	0-210	0.5%	77%	False	False	1,173,705
40	129-080	125-090	3-310	3.1%	0-204	0.5%	78%	False	False	1,104,852
60	129-080	125-010	4-070	3.3%	0-188	0.5%	79%	False	False	761,549
80	129-195	125-010	4-185	3.6%	0-176	0.4%	73%	False	False	571,267
100	129-195	125-010	4-185	3.6%	0-142	0.3%	73%	False	False	457,014
120	129-195	125-010	4-185	3.6%	0-118	0.3%	73%	False	False	380,845

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-065
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-168
2.618	130-145
1.618	129-255
1.000	129-125
0.618	129-045
HIGH	128-235
0.618	128-155
0.500	128-130
0.382	128-105
LOW	128-025
0.618	127-215
1.000	127-135
1.618	127-005
2.618	126-115
4.250	125-092

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	128-130	128-212
PP	128-127	128-182
S1	128-123	128-151

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

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