ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	129-265	129-265	0-000	0.0%	130-250
High	130-015	130-015	0-000	0.0%	131-070
Low	129-200	129-110	-0-090	-0.2%	129-110
Close	129-295	129-160	-0-135	-0.3%	129-160
Range	0-135	0-225	0-090	66.7%	1-280
ATR	0-237	0-236	-0-001	-0.4%	0-000
Volume	24,369	46,711	22,342	91.7%	584,109

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-237	131-103	129-284
R3	131-012	130-198	129-222
R2	130-107	130-107	129-201
R1	129-293	129-293	129-181	129-248
PP	129-202	129-202	129-202	129-179
S1	129-068	129-068	129-139	129-022
S2	128-297	128-297	129-119
S3	128-072	128-163	129-098
S4	127-167	127-258	129-036

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-207	134-143	130-170
R3	133-247	132-183	130-005
R2	131-287	131-287	129-270
R1	130-223	130-223	129-215	130-115
PP	130-007	130-007	130-007	129-272
S1	128-263	128-263	129-105	128-155
S2	128-047	128-047	129-050
S3	126-087	126-303	128-315
S4	124-127	125-023	128-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-070	129-110	1-280	1.4%	0-210	0.5%	8%	False	True	116,821
10	131-255	129-110	2-145	1.9%	0-196	0.5%	6%	False	True	1,036,575
20	133-015	129-110	3-225	2.9%	0-240	0.6%	4%	False	True	1,378,471
40	133-015	126-185	6-150	5.0%	0-239	0.6%	45%	False	False	1,445,903
60	133-015	125-125	7-210	5.9%	0-219	0.5%	54%	False	False	1,232,648
80	133-015	125-010	8-005	6.2%	0-204	0.5%	56%	False	False	1,075,635
100	133-015	125-010	8-005	6.2%	0-194	0.5%	56%	False	False	860,636
120	133-015	125-010	8-005	6.2%	0-175	0.4%	56%	False	False	717,215

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

Fibonacci Retracements and Extensions
4.250	133-011
2.618	131-284
1.618	131-059
1.000	130-240
0.618	130-154
HIGH	130-015
0.618	129-249
0.500	129-222
0.382	129-196
LOW	129-110
0.618	128-291
1.000	128-205
1.618	128-066
2.618	127-161
4.250	126-114

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	129-222	129-242
PP	129-202	129-215
S1	129-181	129-188

Download as Excel Spreadsheet

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

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