ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 08-Feb-2016

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	130-140	130-110	-0-030	-0.1%	129-190
High	130-220	131-100	0-200	0.5%	130-240
Low	129-295	130-055	0-080	0.2%	129-050
Close	130-115	131-095	0-300	0.7%	130-115
Range	0-245	1-045	0-120	49.0%	1-190
ATR	0-224	0-234	0-010	4.5%	0-000
Volume	1,837,286	1,675,081	-162,205	-8.8%	8,195,030

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-112	133-308	131-296
R3	133-067	132-263	131-195
R2	132-022	132-022	131-162
R1	131-218	131-218	131-128	131-280
PP	130-297	130-297	130-297	131-008
S1	130-173	130-173	131-062	130-235
S2	129-252	129-252	131-028
S3	128-207	129-128	130-315
S4	127-162	128-083	130-214

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	131-100	129-085	2-015	1.6%	0-282	0.7%	99%	True	False	1,728,113
10	131-100	128-100	3-000	2.3%	0-241	0.6%	99%	True	False	1,544,274
20	131-100	126-315	4-105	3.3%	0-242	0.6%	100%	True	False	1,533,563
40	131-100	125-125	5-295	4.5%	0-215	0.5%	100%	True	False	1,193,439
60	131-100	125-090	6-010	4.6%	0-198	0.5%	100%	True	False	1,032,982
80	131-100	125-010	6-090	4.8%	0-188	0.4%	100%	True	False	775,079
100	131-100	125-010	6-090	4.8%	0-168	0.4%	100%	True	False	620,088
120	131-100	125-010	6-090	4.8%	0-140	0.3%	100%	True	False	516,740

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	0-058
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	136-051
2.618	134-096
1.618	133-051
1.000	132-145
0.618	132-006
HIGH	131-100
0.618	130-281
0.500	130-238
0.382	130-194
LOW	130-055
0.618	129-149
1.000	129-010
1.618	128-104
2.618	127-059
4.250	125-104

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	131-036	131-018
PP	130-297	130-262
S1	130-238	130-185

Download as Excel Spreadsheet

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

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