ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	131-090	131-240	0-150	0.4%	129-190
High	131-245	133-015	1-090	1.0%	130-240
Low	130-290	131-215	0-245	0.6%	129-050
Close	131-160	132-010	0-170	0.4%	130-115
Range	0-275	1-120	0-165	60.0%	1-190
ATR	0-237	0-256	0-018	7.8%	0-000
Volume	1,781,823	2,468,876	687,053	38.6%	8,195,030

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	136-120	135-185	132-252
R3	135-000	134-065	132-131
R2	133-200	133-200	132-091
R1	132-265	132-265	132-050	133-072
PP	132-080	132-080	132-080	132-144
S1	131-145	131-145	131-290	131-272
S2	130-280	130-280	131-249
S3	129-160	130-025	131-209
S4	128-040	128-225	131-088

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	133-015	129-295	3-040	2.4%	0-312	0.7%	68%	True	False	1,951,222
10	133-015	128-310	4-025	3.1%	0-280	0.7%	75%	True	False	1,780,637
20	133-015	127-200	5-135	4.1%	0-249	0.6%	81%	True	False	1,628,641
40	133-015	125-125	7-210	5.8%	0-221	0.5%	87%	True	False	1,270,913
60	133-015	125-090	7-245	5.9%	0-208	0.5%	87%	True	False	1,136,062
80	133-015	125-010	8-005	6.1%	0-194	0.5%	87%	True	False	853,099
100	133-015	125-010	8-005	6.1%	0-177	0.4%	87%	True	False	682,525
120	133-015	125-010	8-005	6.1%	0-148	0.3%	87%	True	False	568,771

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	0-060
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	138-285
2.618	136-207
1.618	135-087
1.000	134-135
0.618	133-287
HIGH	133-015
0.618	132-167
0.500	132-115
0.382	132-063
LOW	131-215
0.618	130-263
1.000	130-095
1.618	129-143
2.618	128-023
4.250	125-265

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	132-115	132-004
PP	132-080	131-318
S1	132-045	131-312

Download as Excel Spreadsheet

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

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