ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 19-Feb-2016

Day Change Summary
	Previous	Current
	18-Feb-2016	19-Feb-2016	Change	Change %	Previous Week
Open	130-010	130-225	0-215	0.5%	130-205
High	130-230	130-280	0-050	0.1%	130-280
Low	129-300	130-085	0-105	0.3%	129-260
Close	130-175	130-165	-0-010	0.0%	130-165
Range	0-250	0-195	-0-055	-22.0%	1-020
ATR	0-233	0-231	-0-003	-1.2%	0-000
Volume	106,402	116,649	10,247	9.6%	377,693

Daily Pivots for day following 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-122	132-018	130-272
R3	131-247	131-143	130-219
R2	131-052	131-052	130-201
R1	130-268	130-268	130-183	130-222
PP	130-177	130-177	130-177	130-154
S1	130-073	130-073	130-147	130-027
S2	129-302	129-302	130-129
S3	129-107	129-198	130-111
S4	128-232	129-003	130-058

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-188	133-037	131-032
R3	132-168	132-017	130-258
R2	131-148	131-148	130-227
R1	130-317	130-317	130-196	130-222
PP	130-128	130-128	130-128	130-081
S1	129-297	129-297	130-134	129-202
S2	129-108	129-108	130-103
S3	128-088	128-277	130-071
S4	127-068	127-257	129-298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-190	129-260	1-250	1.4%	0-249	0.6%	39%	False	False	83,234
10	132-205	129-145	3-060	2.4%	0-269	0.6%	33%	False	False	57,501
20	132-205	127-230	4-295	3.8%	0-221	0.5%	57%	False	False	34,170

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	0-053
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-149
2.618	132-151
1.618	131-276
1.000	131-155
0.618	131-081
HIGH	130-280
0.618	130-206
0.500	130-182
0.382	130-159
LOW	130-085
0.618	129-284
1.000	129-210
1.618	129-089
2.618	128-214
4.250	127-216

Fisher Pivots for day following 19-Feb-2016
Pivot	1 day	3 day
R1	130-182	130-147
PP	130-177	130-128
S1	130-171	130-110

Download as Excel Spreadsheet

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

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