ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 18-Mar-2016

Day Change Summary
	Previous	Current
	17-Mar-2016	18-Mar-2016	Change	Change %	Previous Week
Open	129-170	129-200	0-030	0.1%	128-265
High	129-295	129-295	0-000	0.0%	129-295
Low	129-160	129-200	0-040	0.1%	128-165
Close	129-180	129-275	0-095	0.2%	129-275
Range	0-135	0-095	-0-040	-29.6%	1-130
ATR	0-216	0-209	-0-007	-3.3%	0-000
Volume	6,409	11,426	5,017	78.3%	60,601

Daily Pivots for day following 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-222	130-183	130-007
R3	130-127	130-088	129-301
R2	130-032	130-032	129-292
R1	129-313	129-313	129-284	130-012
PP	129-257	129-257	129-257	129-266
S1	129-218	129-218	129-266	129-238
S2	129-162	129-162	129-258
S3	129-067	129-123	129-249
S4	128-292	129-028	129-223

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-208	133-052	130-202
R3	132-078	131-242	130-079
R2	130-268	130-268	130-038
R1	130-112	130-112	129-316	130-190
PP	129-138	129-138	129-138	129-178
S1	128-302	128-302	129-234	129-060
S2	128-008	128-008	129-192
S3	126-198	127-172	129-151
S4	125-068	126-042	129-028

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%	0-161	0.4%	96%	True	False	12,120
10	130-030	128-165	1-185	1.2%	0-174	0.4%	85%	False	False	15,262
20	131-255	128-165	3-090	2.5%	0-185	0.4%	41%	False	False	525,918
40	133-015	128-025	4-310	3.8%	0-218	0.5%	36%	False	False	1,044,140
60	133-015	125-140	7-195	5.9%	0-214	0.5%	58%	False	False	1,075,142
80	133-015	125-090	7-245	6.0%	0-211	0.5%	59%	False	False	1,070,552
100	133-015	125-010	8-005	6.2%	0-199	0.5%	60%	False	False	862,113
120	133-015	125-010	8-005	6.2%	0-188	0.5%	60%	False	False	718,487

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-030
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	131-059
2.618	130-224
1.618	130-129
1.000	130-070
0.618	130-034
HIGH	129-295
0.618	129-259
0.500	129-248
0.382	129-236
LOW	129-200
0.618	129-141
1.000	129-105
1.618	129-046
2.618	128-271
4.250	128-116

Fisher Pivots for day following 18-Mar-2016
Pivot	1 day	3 day
R1	129-266	129-207
PP	129-257	129-138
S1	129-248	129-070

Download as Excel Spreadsheet

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

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