ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	130-000	130-140	0-140	0.3%	129-190
High	130-145	130-220	0-075	0.2%	130-240
Low	129-270	129-295	0-025	0.1%	129-050
Close	130-085	130-115	0-030	0.1%	130-115
Range	0-195	0-245	0-050	25.6%	1-190
ATR	0-223	0-224	0-002	0.7%	0-000
Volume	1,708,898	1,837,286	128,388	7.5%	8,195,030

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-198	132-082	130-250
R3	131-273	131-157	130-182
R2	131-028	131-028	130-160
R1	130-232	130-232	130-137	130-168
PP	130-103	130-103	130-103	130-071
S1	129-307	129-307	130-093	129-242
S2	129-178	129-178	130-070
S3	128-253	129-062	130-048
S4	128-008	128-137	129-300

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-278	134-067	131-076
R3	133-088	132-197	130-255
R2	131-218	131-218	130-208
R1	131-007	131-007	130-162	131-112
PP	130-028	130-028	130-028	130-081
S1	129-137	129-137	130-068	129-242
S2	128-158	128-158	130-022
S3	126-288	127-267	129-295
S4	125-098	126-077	129-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-240	129-050	1-190	1.2%	0-250	0.6%	75%	False	False	1,639,006
10	130-240	128-070	2-170	1.9%	0-220	0.5%	85%	False	False	1,463,233
20	130-240	126-185	4-055	3.2%	0-240	0.6%	91%	False	False	1,532,666
40	130-240	125-125	5-115	4.1%	0-212	0.5%	93%	False	False	1,180,460
60	130-240	125-090	5-150	4.2%	0-194	0.5%	93%	False	False	1,005,312
80	130-240	125-010	5-230	4.4%	0-185	0.4%	93%	False	False	754,144
100	130-240	125-010	5-230	4.4%	0-164	0.4%	93%	False	False	603,337
120	130-240	125-010	5-230	4.4%	0-137	0.3%	93%	False	False	502,781

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-301
2.618	132-221
1.618	131-296
1.000	131-145
0.618	131-051
HIGH	130-220
0.618	130-126
0.500	130-098
0.382	130-069
LOW	129-295
0.618	129-144
1.000	129-050
1.618	128-219
2.618	127-294
4.250	126-214

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	130-109	130-107
PP	130-103	130-098
S1	130-098	130-090

Download as Excel Spreadsheet

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

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