ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	128-075	128-200	0-125	0.3%	127-240
High	128-165	129-050	0-205	0.5%	129-050
Low	128-010	128-200	0-190	0.5%	127-240
Close	128-165	129-030	0-185	0.4%	129-030
Range	0-155	0-170	0-015	9.7%	1-130
ATR	0-159	0-162	0-003	2.1%	0-000
Volume	14,471	9,897	-4,574	-31.6%	37,613

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-177	130-113	129-124
R3	130-007	129-263	129-077
R2	129-157	129-157	129-061
R1	129-093	129-093	129-046	129-125
PP	128-307	128-307	128-307	129-003
S1	128-243	128-243	129-014	128-275
S2	128-137	128-137	128-319
S3	127-287	128-073	128-303
S4	127-117	127-223	128-257

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-283	132-127	129-278
R3	131-153	130-317	129-154
R2	130-023	130-023	129-113
R1	129-187	129-187	129-071	129-265
PP	128-213	128-213	128-213	128-253
S1	128-057	128-057	128-309	128-135
S2	127-083	127-083	128-268
S3	125-273	126-247	128-226
S4	124-143	125-117	128-103

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-050	127-240	1-130	1.1%	0-147	0.4%	96%	True	False	7,522
10	129-050	127-165	1-205	1.3%	0-152	0.4%	96%	True	False	6,301

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-133
2.618	130-175
1.618	130-005
1.000	129-220
0.618	129-155
HIGH	129-050
0.618	128-305
0.500	128-285
0.382	128-265
LOW	128-200
0.618	128-095
1.000	128-030
1.618	127-245
2.618	127-075
4.250	126-117

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	129-008	128-288
PP	128-307	128-227
S1	128-285	128-165

Download as Excel Spreadsheet

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

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