ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	128-280	129-020	0-060	0.1%	128-100
High	129-030	129-220	0-190	0.5%	129-220
Low	128-170	128-310	0-140	0.3%	128-070
Close	129-010	129-185	0-175	0.4%	129-185
Range	0-180	0-230	0-050	27.8%	1-150
ATR	0-209	0-210	0-002	0.7%	0-000
Volume	1,641,268	1,692,523	51,255	3.1%	6,437,307

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-182	131-093	129-312
R3	130-272	130-183	129-248
R2	130-042	130-042	129-227
R1	129-273	129-273	129-206	129-318
PP	129-132	129-132	129-132	129-154
S1	129-043	129-043	129-164	129-088
S2	128-222	128-222	129-143
S3	127-312	128-133	129-122
S4	127-082	127-223	129-058

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-182	133-013	130-124
R3	132-032	131-183	129-314
R2	130-202	130-202	129-271
R1	130-033	130-033	129-228	130-118
PP	129-052	129-052	129-052	129-094
S1	128-203	128-203	129-142	128-288
S2	127-222	127-222	129-099
S3	126-072	127-053	129-056
S4	124-242	125-223	128-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-220	128-070	1-150	1.1%	0-190	0.5%	93%	True	False	1,287,461
10	129-220	127-260	1-280	1.4%	0-223	0.5%	94%	True	False	1,490,986
20	129-220	125-200	4-020	3.1%	0-224	0.5%	97%	True	False	1,380,098
40	129-220	125-090	4-130	3.4%	0-211	0.5%	98%	True	False	1,127,262
60	129-220	125-010	4-210	3.6%	0-189	0.5%	98%	True	False	868,728
80	129-220	125-010	4-210	3.6%	0-178	0.4%	98%	True	False	651,726
100	129-220	125-010	4-210	3.6%	0-152	0.4%	98%	True	False	521,387
120	129-220	125-010	4-210	3.6%	0-126	0.3%	98%	True	False	434,489

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	132-238
2.618	131-182
1.618	130-272
1.000	130-130
0.618	130-042
HIGH	129-220
0.618	129-132
0.500	129-105
0.382	129-078
LOW	128-310
0.618	128-168
1.000	128-080
1.618	127-258
2.618	127-028
4.250	125-292

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	129-158	129-123
PP	129-132	129-062
S1	129-105	129-000

Download as Excel Spreadsheet

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

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