ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	127-245	128-015	0-090	0.2%	126-280
High	127-305	128-215	0-230	0.6%	128-095
Low	127-165	128-015	0-170	0.4%	126-135
Close	127-275	128-110	0-155	0.4%	127-285
Range	0-140	0-200	0-060	42.9%	1-280
ATR
Volume	9,192	9,528	336	3.7%	8,666

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-073	129-292	128-220
R3	129-193	129-092	128-165
R2	128-313	128-313	128-147
R1	128-212	128-212	128-128	128-263
PP	128-113	128-113	128-113	128-139
S1	128-012	128-012	128-092	128-063
S2	127-233	127-233	128-073
S3	127-033	127-132	128-055
S4	126-153	126-252	128-000

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-052	132-128	128-295
R3	131-092	130-168	128-130
R2	129-132	129-132	128-075
R1	128-208	128-208	128-020	129-010
PP	127-172	127-172	127-172	127-233
S1	126-248	126-248	127-230	127-050
S2	125-212	125-212	127-175
S3	123-252	124-288	127-120
S4	121-292	123-008	126-275

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-215	127-000	1-215	1.3%	0-145	0.4%	80%	True	False	5,173
10	128-215	126-000	2-215	2.1%	0-143	0.3%	88%	True	False	2,864

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	131-105
2.618	130-099
1.618	129-219
1.000	129-095
0.618	129-019
HIGH	128-215
0.618	128-139
0.500	128-115
0.382	128-091
LOW	128-015
0.618	127-211
1.000	127-135
1.618	127-011
2.618	126-131
4.250	125-125

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	128-115	128-083
PP	128-113	128-057
S1	128-112	128-030

Download as Excel Spreadsheet

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

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