ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 04-Feb-2016

Day Change Summary
	Previous	Current
	03-Feb-2016	04-Feb-2016	Change	Change %	Previous Week
Open	129-225	129-165	-0-060	-0.1%	127-240
High	130-080	129-280	-0-120	-0.3%	129-050
Low	129-110	129-125	0-015	0.0%	127-240
Close	129-170	129-250	0-080	0.2%	129-030
Range	0-290	0-155	-0-135	-46.5%	1-130
ATR	0-184	0-182	-0-002	-1.1%	0-000
Volume	19,958	18,087	-1,871	-9.4%	37,613

Daily Pivots for day following 04-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-043	130-302	130-015
R3	130-208	130-147	129-293
R2	130-053	130-053	129-278
R1	129-312	129-312	129-264	130-023
PP	129-218	129-218	129-218	129-234
S1	129-157	129-157	129-236	129-188
S2	129-063	129-063	129-222
S3	128-228	129-002	129-207
S4	128-073	128-167	129-165

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	128-200	1-200	1.3%	0-211	0.5%	71%	False	False	15,583
10	130-080	127-230	2-170	2.0%	0-172	0.4%	81%	False	False	10,840
20	130-080	126-040	4-040	3.2%	0-164	0.4%	89%	False	False	6,881

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	131-299
2.618	131-046
1.618	130-211
1.000	130-115
0.618	130-056
HIGH	129-280
0.618	129-221
0.500	129-202
0.382	129-184
LOW	129-125
0.618	129-029
1.000	128-290
1.618	128-194
2.618	128-039
4.250	127-106

Fisher Pivots for day following 04-Feb-2016
Pivot	1 day	3 day
R1	129-234	129-230
PP	129-218	129-210
S1	129-202	129-190

Download as Excel Spreadsheet

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

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