ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	129-090	130-060	0-290	0.7%	128-100
High	130-070	130-240	0-170	0.4%	129-220
Low	129-085	129-260	0-175	0.4%	128-070
Close	130-030	130-005	-0-025	-0.1%	129-185
Range	0-305	0-300	-0-005	-1.6%	1-150
ATR	0-219	0-225	0-006	2.6%	0-000
Volume	1,420,462	1,998,839	578,377	40.7%	6,437,307

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-002	132-143	130-170
R3	132-022	131-163	130-088
R2	131-042	131-042	130-060
R1	130-183	130-183	130-032	130-122
PP	130-062	130-062	130-062	130-031
S1	129-203	129-203	129-298	129-142
S2	129-082	129-082	129-270
S3	128-102	128-223	129-242
S4	127-122	127-243	129-160

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	130-240	128-170	2-070	1.7%	0-244	0.6%	67%	True	False	1,596,527
10	130-240	128-025	2-215	2.1%	0-218	0.5%	73%	True	False	1,417,641
20	130-240	126-075	4-165	3.5%	0-239	0.6%	84%	True	False	1,486,131
40	130-240	125-125	5-115	4.1%	0-210	0.5%	86%	True	False	1,139,088
60	130-240	125-010	5-230	4.4%	0-195	0.5%	87%	True	False	946,209
80	130-240	125-010	5-230	4.4%	0-182	0.4%	87%	True	False	709,816
100	130-240	125-010	5-230	4.4%	0-160	0.4%	87%	True	False	567,875
120	130-240	125-010	5-230	4.4%	0-133	0.3%	87%	True	False	473,229

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-235
2.618	133-065
1.618	132-085
1.000	131-220
0.618	131-105
HIGH	130-240
0.618	130-125
0.500	130-090
0.382	130-055
LOW	129-260
0.618	129-075
1.000	128-280
1.618	128-095
2.618	127-115
4.250	125-265

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	130-090	129-318
PP	130-062	129-312
S1	130-033	129-305

Download as Excel Spreadsheet

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

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