ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	130-275	131-040	0-085	0.2%	130-315
High	131-055	131-255	0-200	0.5%	131-090
Low	130-115	130-285	0-170	0.4%	130-060
Close	130-300	131-000	0-020	0.0%	130-290
Range	0-260	0-290	0-030	11.5%	1-030
ATR	0-247	0-250	0-003	1.2%	0-000
Volume	2,434,982	2,558,613	123,631	5.1%	5,720,249

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-303	133-122	131-160
R3	133-013	132-152	131-080
R2	132-043	132-043	131-053
R1	131-182	131-182	131-027	131-128
PP	131-073	131-073	131-073	131-046
S1	130-212	130-212	130-293	130-158
S2	130-103	130-103	130-267
S3	129-133	129-242	130-240
S4	128-163	128-272	130-160

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-023	133-187	131-162
R3	132-313	132-157	131-066
R2	131-283	131-283	131-034
R1	131-127	131-127	131-002	131-030
PP	130-253	130-253	130-253	130-205
S1	130-097	130-097	130-258	130-000
S2	129-223	129-223	130-226
S3	128-193	129-067	130-194
S4	127-163	128-037	130-098

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-255	130-100	1-155	1.1%	0-226	0.5%	46%	True	False	1,780,571
10	133-015	130-060	2-275	2.2%	0-268	0.6%	28%	False	False	1,794,535
20	133-015	128-100	4-235	3.6%	0-257	0.6%	57%	False	False	1,714,654
40	133-015	125-140	7-195	5.8%	0-237	0.6%	73%	False	False	1,476,612
60	133-015	125-090	7-245	5.9%	0-224	0.5%	74%	False	False	1,293,594
80	133-015	125-010	8-005	6.1%	0-204	0.5%	74%	False	False	1,024,181
100	133-015	125-010	8-005	6.1%	0-193	0.5%	74%	False	False	819,470
120	133-015	125-010	8-005	6.1%	0-164	0.4%	74%	False	False	682,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-063
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135-208
2.618	134-054
1.618	133-084
1.000	132-225
0.618	132-114
HIGH	131-255
0.618	131-144
0.500	131-110
0.382	131-076
LOW	130-285
0.618	130-106
1.000	129-315
1.618	129-136
2.618	128-166
4.250	127-012

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	131-110	131-025
PP	131-073	131-017
S1	131-037	131-008

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

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