ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 27-Jan-2016

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	128-220	128-250	0-030	0.1%	128-160
High	129-025	128-300	-0-045	-0.1%	129-080
Low	128-160	128-100	-0-060	-0.1%	128-005
Close	128-260	128-275	0-015	0.0%	128-120
Range	0-185	0-200	0-015	8.1%	1-075
ATR	0-212	0-211	-0-001	-0.4%	0-000
Volume	1,088,050	1,150,788	62,738	5.8%	6,655,929

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-185	130-110	129-065
R3	129-305	129-230	129-010
R2	129-105	129-105	128-312
R1	129-030	129-030	128-293	129-068
PP	128-225	128-225	128-225	128-244
S1	128-150	128-150	128-257	128-188
S2	128-025	128-025	128-238
S3	127-145	127-270	128-220
S4	126-265	127-070	128-165

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	129-055	128-025	1-030	0.8%	0-193	0.5%	71%	False	False	1,238,755
10	129-080	127-135	1-265	1.4%	0-228	0.6%	79%	False	False	1,482,807
20	129-080	125-140	3-260	3.0%	0-221	0.5%	90%	False	False	1,279,725
40	129-080	125-090	3-310	3.1%	0-210	0.5%	90%	False	False	1,098,247
60	129-080	125-010	4-070	3.3%	0-186	0.5%	91%	False	False	813,203
80	129-195	125-010	4-185	3.6%	0-178	0.4%	84%	False	False	610,058
100	129-195	125-010	4-185	3.6%	0-148	0.4%	84%	False	False	488,049
120	129-195	125-010	4-185	3.6%	0-123	0.3%	84%	False	False	406,707

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-190
2.618	130-184
1.618	129-304
1.000	129-180
0.618	129-104
HIGH	128-300
0.618	128-224
0.500	128-200
0.382	128-176
LOW	128-100
0.618	127-296
1.000	127-220
1.618	127-096
2.618	126-216
4.250	125-210

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	128-250	128-252
PP	128-225	128-230
S1	128-200	128-208

Download as Excel Spreadsheet

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

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