ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	128-015	128-050	0-035	0.1%	126-280
High	128-215	128-210	-0-005	0.0%	128-095
Low	128-015	128-010	-0-005	0.0%	126-135
Close	128-110	128-050	-0-060	-0.1%	127-285
Range	0-200	0-200	0-000	0.0%	1-280
ATR
Volume	9,528	994	-8,534	-89.6%	8,666

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-050	129-250	128-160
R3	129-170	129-050	128-105
R2	128-290	128-290	128-087
R1	128-170	128-170	128-068	128-150
PP	128-090	128-090	128-090	128-080
S1	127-290	127-290	128-032	127-270
S2	127-210	127-210	128-013
S3	127-010	127-090	127-315
S4	126-130	126-210	127-260

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	127-085	1-130	1.1%	0-152	0.4%	63%	False	False	4,953
10	128-215	126-040	2-175	2.0%	0-155	0.4%	80%	False	False	2,922

Crabel Price Patterns
NR	False
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	0-022

Fibonacci Retracements and Extensions
4.250	131-100
2.618	130-094
1.618	129-214
1.000	129-090
0.618	129-014
HIGH	128-210
0.618	128-134
0.500	128-110
0.382	128-086
LOW	128-010
0.618	127-206
1.000	127-130
1.618	127-006
2.618	126-126
4.250	125-120

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	128-110	128-043
PP	128-090	128-037
S1	128-070	128-030

Download as Excel Spreadsheet

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

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