ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 08-Feb-2016

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	129-295	129-290	-0-005	0.0%	129-040
High	130-030	130-265	0-235	0.6%	130-080
Low	129-145	129-235	0-090	0.2%	128-210
Close	129-280	130-265	0-305	0.7%	129-280
Range	0-205	1-030	0-145	70.7%	1-190
ATR	0-184	0-196	0-012	6.5%	0-000
Volume	11,200	13,968	2,768	24.7%	79,219

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-238	133-122	131-137
R3	132-208	132-092	131-041
R2	131-178	131-178	131-009
R1	131-062	131-062	130-297	131-120
PP	130-148	130-148	130-148	130-177
S1	130-032	130-032	130-233	130-090
S2	129-118	129-118	130-201
S3	128-088	129-002	130-169
S4	127-058	127-292	130-073

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-120	133-230	130-240
R3	132-250	132-040	130-100
R2	131-060	131-060	130-053
R1	130-170	130-170	130-007	130-275
PP	129-190	129-190	129-190	129-243
S1	128-300	128-300	129-233	129-085
S2	128-000	128-000	129-187
S3	126-130	127-110	129-140
S4	124-260	125-240	129-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-265	128-300	1-285	1.4%	0-248	0.6%	100%	True	False	17,368
10	130-265	127-280	2-305	2.3%	0-203	0.5%	100%	True	False	12,851
20	130-265	126-135	4-130	3.4%	0-181	0.4%	100%	True	False	8,097

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	0-045
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	135-152
2.618	133-221
1.618	132-191
1.000	131-295
0.618	131-161
HIGH	130-265
0.618	130-131
0.500	130-090
0.382	130-049
LOW	129-235
0.618	129-019
1.000	128-205
1.618	127-309
2.618	126-279
4.250	125-028

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	130-207	130-188
PP	130-148	130-112
S1	130-090	130-035

Download as Excel Spreadsheet

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

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