ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	130-275	131-120	0-165	0.4%	129-040
High	131-110	132-205	1-095	1.0%	130-080
Low	130-165	131-105	0-260	0.6%	128-210
Close	131-030	131-210	0-180	0.4%	129-280
Range	0-265	1-100	0-155	58.5%	1-190
ATR	0-201	0-222	0-021	10.5%	0-000
Volume	41,849	48,375	6,526	15.6%	79,219

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-260	135-015	132-121
R3	134-160	133-235	132-006
R2	133-060	133-060	131-287
R1	132-135	132-135	131-249	132-258
PP	131-280	131-280	131-280	132-021
S1	131-035	131-035	131-172	131-158
S2	130-180	130-180	131-133
S3	129-080	129-255	131-095
S4	127-300	128-155	130-299

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	132-205	129-145	3-060	2.4%	0-288	0.7%	69%	True	False	31,767
10	132-205	128-200	4-005	3.1%	0-250	0.6%	75%	True	False	23,675
20	132-205	127-085	5-120	4.1%	0-196	0.5%	82%	True	False	14,600

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	0-052
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	138-070
2.618	136-025
1.618	134-245
1.000	133-305
0.618	133-145
HIGH	132-205
0.618	132-045
0.500	131-315
0.382	131-265
LOW	131-105
0.618	130-165
1.000	130-005
1.618	129-065
2.618	127-285
4.250	125-240

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	131-315	131-202
PP	131-280	131-193
S1	131-245	131-185

Download as Excel Spreadsheet

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

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