ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	129-190	129-090	-0-100	-0.2%	128-100
High	129-255	130-070	0-135	0.3%	129-220
Low	129-050	129-085	0-035	0.1%	128-070
Close	129-055	130-030	0-295	0.7%	129-185
Range	0-205	0-305	0-100	48.8%	1-150
ATR	0-210	0-219	0-009	4.2%	0-000
Volume	1,229,545	1,420,462	190,917	15.5%	6,437,307

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-230	132-115	130-198
R3	131-245	131-130	130-114
R2	130-260	130-260	130-086
R1	130-145	130-145	130-058	130-202
PP	129-275	129-275	129-275	129-304
S1	129-160	129-160	130-002	129-218
S2	128-290	128-290	129-294
S3	127-305	128-175	129-266
S4	127-000	127-190	129-182

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	130-070	128-100	1-290	1.5%	0-224	0.5%	93%	True	False	1,426,917
10	130-070	128-025	2-045	1.6%	0-220	0.5%	94%	True	False	1,417,367
20	130-070	126-005	4-065	3.2%	0-230	0.6%	97%	True	False	1,433,697
40	130-070	125-090	4-300	3.8%	0-208	0.5%	97%	True	False	1,129,648
60	130-070	125-010	5-060	4.0%	0-192	0.5%	98%	True	False	912,895
80	130-070	125-010	5-060	4.0%	0-181	0.4%	98%	True	False	684,831
100	130-070	125-010	5-060	4.0%	0-157	0.4%	98%	True	False	547,887
120	130-070	125-010	5-060	4.0%	0-131	0.3%	98%	True	False	456,572

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	0-047
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	134-086
2.618	132-228
1.618	131-243
1.000	131-055
0.618	130-258
HIGH	130-070
0.618	129-273
0.500	129-238
0.382	129-202
LOW	129-085
0.618	128-217
1.000	128-100
1.618	127-232
2.618	126-247
4.250	125-069

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	129-312	129-297
PP	129-275	129-243
S1	129-238	129-190

Download as Excel Spreadsheet

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

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