ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	129-020	128-265	-0-075	-0.2%	129-185
High	129-045	129-015	-0-030	-0.1%	130-030
Low	128-210	128-230	0-020	0.0%	128-210
Close	128-255	128-280	0-025	0.1%	128-255
Range	0-155	0-105	-0-050	-32.3%	1-140
ATR	0-222	0-214	-0-008	-3.8%	0-000
Volume	7,750	5,896	-1,854	-23.9%	92,019

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	129-277	129-223	129-018
R3	129-172	129-118	128-309
R2	129-067	129-067	128-299
R1	129-013	129-013	128-290	129-040
PP	128-282	128-282	128-282	128-295
S1	128-228	128-228	128-270	128-255
S2	128-177	128-177	128-261
S3	128-072	128-123	128-251
S4	127-287	128-018	128-222

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-158	132-187	129-188
R3	132-018	131-047	129-062
R2	130-198	130-198	129-019
R1	129-227	129-227	128-297	129-142
PP	129-058	129-058	129-058	129-016
S1	128-087	128-087	128-213	128-002
S2	127-238	127-238	128-171
S3	126-098	126-267	128-128
S4	124-278	125-127	128-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-030	128-210	1-140	1.1%	0-188	0.5%	15%	False	False	10,702
10	131-070	128-210	2-180	2.0%	0-198	0.5%	9%	False	False	41,780
20	131-255	128-210	3-045	2.4%	0-198	0.5%	7%	False	False	809,195
40	133-015	127-260	5-075	4.1%	0-227	0.6%	20%	False	False	1,223,373
60	133-015	125-125	7-210	5.9%	0-215	0.5%	46%	False	False	1,129,928
80	133-015	125-090	7-245	6.0%	0-208	0.5%	46%	False	False	1,075,673
100	133-015	125-010	8-005	6.2%	0-197	0.5%	48%	False	False	861,591
120	133-015	125-010	8-005	6.2%	0-183	0.4%	48%	False	False	718,031

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	130-141
2.618	129-290
1.618	129-185
1.000	129-120
0.618	129-080
HIGH	129-015
0.618	128-295
0.500	128-282
0.382	128-270
LOW	128-230
0.618	128-165
1.000	128-125
1.618	128-060
2.618	127-275
4.250	127-104

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	128-282	129-070
PP	128-282	129-033
S1	128-281	128-317

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

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