ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 10-Feb-2016

Day Change Summary
	Previous	Current
	09-Feb-2016	10-Feb-2016	Change	Change %	Previous Week
Open	131-060	131-090	0-030	0.1%	129-190
High	131-240	131-245	0-005	0.0%	130-240
Low	131-005	130-290	-0-035	-0.1%	129-050
Close	131-100	131-160	0-060	0.1%	130-115
Range	0-235	0-275	0-040	17.0%	1-190
ATR	0-234	0-237	0-003	1.2%	0-000
Volume	1,993,045	1,781,823	-211,222	-10.6%	8,195,030

Daily Pivots for day following 10-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-310	133-190	131-311
R3	133-035	132-235	131-236
R2	132-080	132-080	131-210
R1	131-280	131-280	131-185	132-020
PP	131-125	131-125	131-125	131-155
S1	131-005	131-005	131-135	131-065
S2	130-170	130-170	131-110
S3	129-215	130-050	131-084
S4	128-260	129-095	131-009

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	131-245	129-270	1-295	1.5%	0-263	0.6%	86%	True	False	1,799,226
10	131-245	128-170	3-075	2.5%	0-254	0.6%	92%	True	False	1,697,877
20	131-245	127-135	4-110	3.3%	0-241	0.6%	94%	True	False	1,590,342
40	131-245	125-125	6-120	4.8%	0-217	0.5%	96%	True	False	1,236,147
60	131-245	125-090	6-155	4.9%	0-203	0.5%	96%	True	False	1,095,420
80	131-245	125-010	6-235	5.1%	0-190	0.5%	96%	True	False	822,238
100	131-245	125-010	6-235	5.1%	0-173	0.4%	96%	True	False	657,836
120	131-245	125-010	6-235	5.1%	0-144	0.3%	96%	True	False	548,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-065
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-134
2.618	134-005
1.618	133-050
1.000	132-200
0.618	132-095
HIGH	131-245
0.618	131-140
0.500	131-108
0.382	131-075
LOW	130-290
0.618	130-120
1.000	130-015
1.618	129-165
2.618	128-210
4.250	127-081

Fisher Pivots for day following 10-Feb-2016
Pivot	1 day	3 day
R1	131-142	131-103
PP	131-125	131-047
S1	131-108	130-310

Download as Excel Spreadsheet

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

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