ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	130-250	130-305	0-055	0.1%	130-275
High	131-000	131-070	0-070	0.2%	131-255
Low	130-210	129-315	-0-215	-0.5%	130-115
Close	130-290	130-000	-0-290	-0.7%	130-240
Range	0-110	1-075	0-285	259.1%	1-140
ATR	0-238	0-249	0-011	4.7%	0-000
Volume	264,215	154,089	-110,126	-41.7%	9,781,642

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-033	133-092	130-217
R3	132-278	132-017	130-109
R2	131-203	131-203	130-072
R1	130-262	130-262	130-036	130-195
PP	130-128	130-128	130-128	130-095
S1	129-187	129-187	129-284	129-120
S2	129-053	129-053	129-248
S3	127-298	128-112	129-211
S4	126-223	127-037	129-103

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	129-315	1-260	1.4%	0-207	0.5%	1%	False	True	1,302,294
10	131-255	129-315	1-260	1.4%	0-220	0.5%	1%	False	True	1,433,903
20	133-015	129-085	3-250	2.9%	0-253	0.6%	19%	False	False	1,626,590
40	133-015	125-245	7-090	5.6%	0-241	0.6%	58%	False	False	1,522,599
60	133-015	125-090	7-245	6.0%	0-226	0.5%	61%	False	False	1,296,872
80	133-015	125-010	8-005	6.2%	0-205	0.5%	62%	False	False	1,073,563
100	133-015	125-010	8-005	6.2%	0-194	0.5%	62%	False	False	858,978
120	133-015	125-010	8-005	6.2%	0-170	0.4%	62%	False	False	715,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	136-149
2.618	134-144
1.618	133-069
1.000	132-145
0.618	131-314
HIGH	131-070
0.618	130-239
0.500	130-192
0.382	130-146
LOW	129-315
0.618	129-071
1.000	128-240
1.618	127-316
2.618	126-241
4.250	124-236

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	130-192	130-192
PP	130-128	130-128
S1	130-064	130-064

Download as Excel Spreadsheet

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

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