ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	128-270	129-170	0-220	0.5%	129-185
High	129-165	129-295	0-130	0.3%	130-030
Low	128-165	129-160	0-315	0.8%	128-210
Close	129-095	129-180	0-085	0.2%	128-255
Range	1-000	0-135	-0-185	-57.8%	1-140
ATR	0-217	0-216	-0-001	-0.6%	0-000
Volume	18,235	6,409	-11,826	-64.9%	92,019

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-297	130-213	129-254
R3	130-162	130-078	129-217
R2	130-027	130-027	129-205
R1	129-263	129-263	129-192	129-305
PP	129-212	129-212	129-212	129-232
S1	129-128	129-128	129-168	129-170
S2	129-077	129-077	129-155
S3	128-262	128-313	129-143
S4	128-127	128-178	129-106

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	129-295	128-165	1-130	1.1%	0-173	0.4%	74%	True	False	11,385
10	130-030	128-165	1-185	1.2%	0-187	0.5%	66%	False	False	18,790
20	131-255	128-165	3-090	2.5%	0-190	0.5%	32%	False	False	591,368
40	133-015	128-025	4-310	3.8%	0-221	0.5%	30%	False	False	1,089,898
60	133-015	125-140	7-195	5.9%	0-215	0.5%	54%	False	False	1,084,447
80	133-015	125-090	7-245	6.0%	0-211	0.5%	55%	False	False	1,073,990
100	133-015	125-010	8-005	6.2%	0-199	0.5%	57%	False	False	861,998
120	133-015	125-010	8-005	6.2%	0-188	0.5%	57%	False	False	718,392

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-229
2.618	131-008
1.618	130-193
1.000	130-110
0.618	130-058
HIGH	129-295
0.618	129-243
0.500	129-228
0.382	129-212
LOW	129-160
0.618	129-077
1.000	129-025
1.618	128-262
2.618	128-127
4.250	127-226

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	129-228	129-143
PP	129-212	129-107
S1	129-196	129-070

Download as Excel Spreadsheet

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

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