ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 09-Feb-2016

Day Change Summary
	Previous	Current
	08-Feb-2016	09-Feb-2016	Change	Change %	Previous Week
Open	129-290	130-260	0-290	0.7%	129-040
High	130-265	131-080	0-135	0.3%	130-080
Low	129-235	130-200	0-285	0.7%	128-210
Close	130-265	130-280	0-015	0.0%	129-280
Range	1-030	0-200	-0-150	-42.9%	1-190
ATR	0-196	0-196	0-000	0.2%	0-000
Volume	13,968	43,446	29,478	211.0%	79,219

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-253	132-147	131-070
R3	132-053	131-267	131-015
R2	131-173	131-173	130-317
R1	131-067	131-067	130-298	131-120
PP	130-293	130-293	130-293	131-000
S1	130-187	130-187	130-262	130-240
S2	130-093	130-093	130-243
S3	129-213	129-307	130-225
S4	129-013	129-107	130-170

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	131-080	129-110	1-290	1.5%	0-240	0.6%	80%	True	False	21,331
10	131-080	127-280	3-120	2.6%	0-214	0.5%	89%	True	False	16,875
20	131-080	126-135	4-265	3.7%	0-184	0.4%	92%	True	False	10,220

Crabel Price Patterns
NR	True
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	0-047
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-290
2.618	132-284
1.618	132-084
1.000	131-280
0.618	131-204
HIGH	131-080
0.618	131-004
0.500	130-300
0.382	130-276
LOW	130-200
0.618	130-076
1.000	130-000
1.618	129-196
2.618	128-316
4.250	127-310

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	130-300	130-224
PP	130-293	130-168
S1	130-287	130-112

Download as Excel Spreadsheet

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

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