ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	128-250	128-280	0-030	0.1%	128-160
High	128-300	129-030	0-050	0.1%	129-080
Low	128-100	128-170	0-070	0.2%	128-005
Close	128-275	129-010	0-055	0.1%	128-120
Range	0-200	0-180	-0-020	-10.0%	1-075
ATR	0-211	0-209	-0-002	-1.1%	0-000
Volume	1,150,788	1,641,268	490,480	42.6%	6,655,929

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-183	130-117	129-109
R3	130-003	129-257	129-060
R2	129-143	129-143	129-043
R1	129-077	129-077	129-026	129-110
PP	128-283	128-283	128-283	128-300
S1	128-217	128-217	128-314	128-250
S2	128-103	128-103	128-297
S3	127-243	128-037	128-280
S4	127-063	127-177	128-231

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	129-030	128-025	1-005	0.8%	0-186	0.5%	94%	True	False	1,198,662
10	129-080	127-200	1-200	1.3%	0-219	0.5%	87%	False	False	1,476,644
20	129-080	125-140	3-260	3.0%	0-218	0.5%	94%	False	False	1,330,777
40	129-080	125-090	3-310	3.1%	0-212	0.5%	94%	False	False	1,115,484
60	129-080	125-010	4-070	3.3%	0-187	0.5%	95%	False	False	840,519
80	129-095	125-010	4-085	3.3%	0-177	0.4%	94%	False	False	630,569
100	129-195	125-010	4-185	3.5%	0-149	0.4%	87%	False	False	504,461
120	129-195	125-010	4-185	3.5%	0-124	0.3%	87%	False	False	420,384

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-155
2.618	130-181
1.618	130-001
1.000	129-210
0.618	129-141
HIGH	129-030
0.618	128-281
0.500	128-260
0.382	128-239
LOW	128-170
0.618	128-059
1.000	127-310
1.618	127-199
2.618	127-019
4.250	126-045

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	128-307	128-295
PP	128-283	128-260
S1	128-260	128-225

Download as Excel Spreadsheet

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

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