ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	128-265	128-270	0-005	0.0%	129-185
High	129-015	129-075	0-060	0.1%	130-030
Low	128-230	128-245	0-015	0.0%	128-210
Close	128-280	128-275	-0-005	0.0%	128-255
Range	0-105	0-150	0-045	42.9%	1-140
ATR	0-214	0-209	-0-005	-2.1%	0-000
Volume	5,896	18,635	12,739	216.1%	92,019

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-115	130-025	129-038
R3	129-285	129-195	128-316
R2	129-135	129-135	128-302
R1	129-045	129-045	128-289	129-090
PP	128-305	128-305	128-305	129-008
S1	128-215	128-215	128-261	128-260
S2	128-155	128-155	128-248
S3	128-005	128-065	128-234
S4	127-175	127-235	128-192

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	130-000	128-210	1-110	1.0%	0-172	0.4%	15%	False	False	10,878
10	130-055	128-210	1-165	1.2%	0-174	0.4%	13%	False	False	28,235
20	131-255	128-210	3-045	2.4%	0-197	0.5%	6%	False	False	731,069
40	133-015	128-005	5-010	3.9%	0-222	0.5%	17%	False	False	1,178,423
60	133-015	125-140	7-195	5.9%	0-214	0.5%	45%	False	False	1,113,474
80	133-015	125-090	7-245	6.0%	0-208	0.5%	46%	False	False	1,075,321
100	133-015	125-010	8-005	6.2%	0-197	0.5%	48%	False	False	861,778
120	133-015	125-010	8-005	6.2%	0-185	0.4%	48%	False	False	718,186

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 2 trading days

Fibonacci Retracements and Extensions
4.250	131-072
2.618	130-148
1.618	129-318
1.000	129-225
0.618	129-168
HIGH	129-075
0.618	129-018
0.500	129-000
0.382	128-302
LOW	128-245
0.618	128-152
1.000	128-095
1.618	128-002
2.618	127-172
4.250	126-248

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	129-000	128-302
PP	128-305	128-293
S1	128-290	128-284

Download as Excel Spreadsheet

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

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