ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	130-000	129-150	-0-170	-0.4%	130-250
High	130-000	129-250	-0-070	-0.2%	131-070
Low	129-140	128-300	-0-160	-0.4%	129-110
Close	129-155	129-020	-0-135	-0.3%	129-160
Range	0-180	0-270	0-090	50.0%	1-280
ATR	0-224	0-227	0-003	1.5%	0-000
Volume	10,596	11,515	919	8.7%	584,109

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-253	131-087	129-168
R3	130-303	130-137	129-094
R2	130-033	130-033	129-070
R1	129-187	129-187	129-045	129-135
PP	129-083	129-083	129-083	129-058
S1	128-237	128-237	128-315	128-185
S2	128-133	128-133	128-290
S3	127-183	127-287	128-266
S4	126-233	127-017	128-192

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	130-030	128-300	1-050	0.9%	0-201	0.5%	11%	False	True	26,196
10	131-070	128-300	2-090	1.8%	0-183	0.4%	5%	False	True	194,609
20	133-015	128-300	4-035	3.2%	0-224	0.5%	3%	False	True	1,018,322
40	133-015	127-135	5-200	4.4%	0-232	0.6%	29%	False	False	1,304,332
60	133-015	125-125	7-210	5.9%	0-219	0.5%	48%	False	False	1,163,539
80	133-015	125-090	7-245	6.0%	0-208	0.5%	49%	False	False	1,076,146
100	133-015	125-010	8-005	6.2%	0-196	0.5%	50%	False	False	861,455
120	133-015	125-010	8-005	6.2%	0-181	0.4%	50%	False	False	717,917

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-118
2.618	131-317
1.618	131-047
1.000	130-200
0.618	130-097
HIGH	129-250
0.618	129-147
0.500	129-115
0.382	129-083
LOW	128-300
0.618	128-133
1.000	128-030
1.618	127-183
2.618	126-233
4.250	125-112

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	129-115	129-165
PP	129-083	129-117
S1	129-052	129-068

Download as Excel Spreadsheet

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

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