ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 29-Feb-2016

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	131-080	130-250	-0-150	-0.4%	130-275
High	130-240	131-000	0-080	0.2%	131-255
Low	130-240	130-210	-0-030	-0.1%	130-115
Close	130-240	130-290	0-050	0.1%	130-240
Range	0-000	0-110	0-110		1-140
ATR	0-248	0-238	-0-010	-4.0%	0-000
Volume	1,277,718	264,215	-1,013,503	-79.3%	9,781,642

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-283	131-237	131-030
R3	131-173	131-127	131-000
R2	131-063	131-063	130-310
R1	131-017	131-017	130-300	131-040
PP	130-273	130-273	130-273	130-285
S1	130-227	130-227	130-280	130-250
S2	130-163	130-163	130-270
S3	130-053	130-117	130-260
S4	129-263	130-007	130-230

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-090	134-145	131-173
R3	133-270	133-005	131-046
R2	132-130	132-130	131-004
R1	131-185	131-185	130-282	131-088
PP	130-310	130-310	130-310	130-261
S1	130-045	130-045	130-198	129-268
S2	129-170	129-170	130-156
S3	128-030	128-225	130-114
S4	126-210	127-085	129-307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-255	130-115	1-140	1.1%	0-180	0.4%	38%	False	False	1,758,472
10	131-255	130-060	1-195	1.2%	0-198	0.5%	45%	False	False	1,576,610
20	133-015	129-050	3-285	3.0%	0-244	0.6%	45%	False	False	1,680,363
40	133-015	125-200	7-135	5.7%	0-234	0.6%	71%	False	False	1,530,231
60	133-015	125-090	7-245	5.9%	0-222	0.5%	72%	False	False	1,311,629
80	133-015	125-010	8-005	6.1%	0-202	0.5%	73%	False	False	1,071,637
100	133-015	125-010	8-005	6.1%	0-191	0.5%	73%	False	False	857,453
120	133-015	125-010	8-005	6.1%	0-167	0.4%	73%	False	False	714,549

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-148
2.618	131-288
1.618	131-178
1.000	131-110
0.618	131-068
HIGH	131-000
0.618	130-278
0.500	130-265
0.382	130-252
LOW	130-210
0.618	130-142
1.000	130-100
1.618	130-032
2.618	129-242
4.250	129-062

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	130-282	131-040
PP	130-273	131-017
S1	130-265	130-313

Download as Excel Spreadsheet

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

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