ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	129-185	129-120	-0-065	-0.2%	130-250
High	129-185	130-030	0-165	0.4%	131-070
Low	129-085	129-120	0-035	0.1%	129-110
Close	129-110	129-295	0-185	0.4%	129-160
Range	0-100	0-230	0-130	130.0%	1-280
ATR	0-226	0-227	0-001	0.4%	0-000
Volume	44,401	17,757	-26,644	-60.0%	584,109

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-305	131-210	130-102
R3	131-075	130-300	130-038
R2	130-165	130-165	130-017
R1	130-070	130-070	129-316	130-118
PP	129-255	129-255	129-255	129-279
S1	129-160	129-160	129-274	129-208
S2	129-025	129-025	129-253
S3	128-115	128-250	129-232
S4	127-205	128-020	129-168

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	130-055	129-085	0-290	0.7%	0-175	0.4%	72%	False	False	45,592
10	131-255	129-085	2-170	1.9%	0-191	0.5%	26%	False	False	673,943
20	133-015	129-085	3-250	2.9%	0-226	0.5%	17%	False	False	1,205,960
40	133-015	126-315	6-020	4.7%	0-234	0.6%	48%	False	False	1,369,761
60	133-015	125-125	7-210	5.9%	0-219	0.5%	59%	False	False	1,197,613
80	133-015	125-090	7-245	6.0%	0-205	0.5%	60%	False	False	1,076,227
100	133-015	125-010	8-005	6.2%	0-196	0.5%	61%	False	False	861,255
120	133-015	125-010	8-005	6.2%	0-178	0.4%	61%	False	False	717,733

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133-048
2.618	131-312
1.618	131-082
1.000	130-260
0.618	130-172
HIGH	130-030
0.618	129-262
0.500	129-235
0.382	129-208
LOW	129-120
0.618	128-298
1.000	128-210
1.618	128-068
2.618	127-158
4.250	126-102

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	129-275	129-269
PP	129-255	129-243
S1	129-235	129-218

Download as Excel Spreadsheet

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

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