ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 17-Feb-2016

Day Change Summary
	Previous	Current
	16-Feb-2016	17-Feb-2016	Change	Change %	Previous Week
Open	130-205	130-180	-0-025	-0.1%	129-290
High	130-250	130-260	0-010	0.0%	132-205
Low	130-080	129-260	-0-140	-0.3%	129-235
Close	130-175	130-020	-0-155	-0.4%	130-220
Range	0-170	1-000	0-150	88.2%	2-290
ATR	0-225	0-232	0-007	3.0%	0-000
Volume	53,526	101,116	47,590	88.9%	186,119

Daily Pivots for day following 17-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-073	132-207	130-196
R3	132-073	131-207	130-108
R2	131-073	131-073	130-079
R1	130-207	130-207	130-049	130-140
PP	130-073	130-073	130-073	130-040
S1	129-207	129-207	129-311	129-140
S2	129-073	129-073	129-281
S3	128-073	128-207	129-252
S4	127-073	127-207	129-164

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	129-260	2-265	2.2%	0-297	0.7%	9%	False	True	56,669
10	132-205	129-110	3-095	2.5%	0-269	0.6%	22%	False	False	39,000
20	132-205	127-230	4-295	3.8%	0-218	0.5%	48%	False	False	23,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-020
2.618	133-138
1.618	132-138
1.000	131-260
0.618	131-138
HIGH	130-260
0.618	130-138
0.500	130-100
0.382	130-062
LOW	129-260
0.618	129-062
1.000	128-260
1.618	128-062
2.618	127-062
4.250	125-180

Fisher Pivots for day following 17-Feb-2016
Pivot	1 day	3 day
R1	130-100	130-225
PP	130-073	130-157
S1	130-047	130-088

Download as Excel Spreadsheet

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

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