ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	128-315	129-225	0-230	0.6%	127-240
High	129-220	130-080	0-180	0.4%	129-050
Low	128-300	129-110	0-130	0.3%	127-240
Close	129-195	129-170	-0-025	-0.1%	129-030
Range	0-240	0-290	0-050	20.8%	1-130
ATR	0-176	0-184	0-008	4.6%	0-000
Volume	23,627	19,958	-3,669	-15.5%	37,613

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-137	131-283	130-010
R3	131-167	130-313	129-250
R2	130-197	130-197	129-223
R1	130-023	130-023	129-197	129-285
PP	129-227	129-227	129-227	129-198
S1	129-053	129-053	129-143	128-315
S2	128-257	128-257	129-117
S3	127-287	128-083	129-090
S4	126-317	127-113	129-011

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	130-080	128-010	2-070	1.7%	0-211	0.5%	68%	True	False	14,860
10	130-080	127-230	2-170	2.0%	0-177	0.4%	72%	True	False	9,131
20	130-080	126-000	4-080	3.3%	0-160	0.4%	83%	True	False	5,997

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	134-032
2.618	132-199
1.618	131-229
1.000	131-050
0.618	130-259
HIGH	130-080
0.618	129-289
0.500	129-255
0.382	129-221
LOW	129-110
0.618	128-251
1.000	128-140
1.618	127-281
2.618	126-311
4.250	125-158

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	129-255	129-162
PP	129-227	129-153
S1	129-198	129-145

Download as Excel Spreadsheet

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

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