ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 26-Jan-2016

Day Change Summary
	Previous	Current
	25-Jan-2016	26-Jan-2016	Change	Change %	Previous Week
Open	128-100	128-220	0-120	0.3%	128-160
High	128-225	129-025	0-120	0.3%	129-080
Low	128-070	128-160	0-090	0.2%	128-005
Close	128-175	128-260	0-085	0.2%	128-120
Range	0-155	0-185	0-030	19.4%	1-075
ATR	0-214	0-212	-0-002	-1.0%	0-000
Volume	864,678	1,088,050	223,372	25.8%	6,655,929

Daily Pivots for day following 26-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-170	130-080	129-042
R3	129-305	129-215	128-311
R2	129-120	129-120	128-294
R1	129-030	129-030	128-277	129-075
PP	128-255	128-255	128-255	128-278
S1	128-165	128-165	128-243	128-210
S2	128-070	128-070	128-226
S3	127-205	127-300	128-209
S4	127-020	127-115	128-158

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	128-025	1-055	0.9%	0-217	0.5%	63%	False	False	1,407,816
10	129-080	126-315	2-085	1.8%	0-240	0.6%	81%	False	False	1,514,281
20	129-080	125-140	3-260	3.0%	0-218	0.5%	89%	False	False	1,238,571
40	129-080	125-090	3-310	3.1%	0-207	0.5%	89%	False	False	1,083,065
60	129-080	125-010	4-070	3.3%	0-187	0.5%	90%	False	False	794,023
80	129-195	125-010	4-185	3.6%	0-177	0.4%	83%	False	False	595,674
100	129-195	125-010	4-185	3.6%	0-146	0.4%	83%	False	False	476,541
120	129-195	125-010	4-185	3.6%	0-121	0.3%	83%	False	False	397,117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-171
2.618	130-189
1.618	130-004
1.000	129-210
0.618	129-139
HIGH	129-025
0.618	128-274
0.500	128-252
0.382	128-231
LOW	128-160
0.618	128-046
1.000	127-295
1.618	127-181
2.618	126-316
4.250	126-014

Fisher Pivots for day following 26-Jan-2016
Pivot	1 day	3 day
R1	128-258	128-235
PP	128-255	128-210
S1	128-252	128-185

Download as Excel Spreadsheet

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

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