ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	131-120	131-165	0-045	0.1%	129-290
High	132-205	131-190	-1-015	-0.8%	132-205
Low	131-105	130-200	-0-225	-0.5%	129-235
Close	131-210	130-220	-0-310	-0.7%	130-220
Range	1-100	0-310	-0-110	-26.2%	2-290
ATR	0-222	0-230	0-008	3.5%	0-000
Volume	48,375	38,481	-9,894	-20.5%	186,119

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-280	133-080	131-071
R3	132-290	132-090	130-305
R2	131-300	131-300	130-277
R1	131-100	131-100	130-248	131-045
PP	130-310	130-310	130-310	130-283
S1	130-110	130-110	130-192	130-055
S2	130-000	130-000	130-163
S3	129-010	129-120	130-135
S4	128-020	128-130	130-049

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	139-237	138-038	132-091
R3	136-267	135-068	131-156
R2	133-297	133-297	131-070
R1	132-098	132-098	130-305	133-037
PP	131-007	131-007	131-007	131-136
S1	129-128	129-128	130-135	130-068
S2	128-037	128-037	130-050
S3	125-067	126-158	129-284
S4	122-097	123-188	129-029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-205	129-235	2-290	2.2%	0-309	0.7%	33%	False	False	37,223
10	132-205	128-210	3-315	3.0%	0-264	0.6%	51%	False	False	26,533
20	132-205	127-165	5-040	3.9%	0-208	0.5%	62%	False	False	16,417

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	0-054
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-228
2.618	134-042
1.618	133-052
1.000	132-180
0.618	132-062
HIGH	131-190
0.618	131-072
0.500	131-035
0.382	130-318
LOW	130-200
0.618	130-008
1.000	129-210
1.618	129-018
2.618	128-028
4.250	126-162

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	131-035	131-185
PP	130-310	131-090
S1	130-265	130-315

Download as Excel Spreadsheet

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

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