ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	130-160	130-160	0-000	0.0%	130-205
High	130-175	130-255	0-080	0.2%	130-280
Low	130-055	129-315	-0-060	-0.1%	129-260
Close	130-130	130-180	0-050	0.1%	130-165
Range	0-120	0-260	0-140	116.7%	1-020
ATR	0-223	0-225	0-003	1.2%	0-000
Volume	464,524	1,187,683	723,159	155.7%	377,693

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-283	132-172	131-003
R3	132-023	131-232	130-252
R2	131-083	131-083	130-228
R1	130-292	130-292	130-204	131-028
PP	130-143	130-143	130-143	130-171
S1	130-032	130-032	130-156	130-088
S2	129-203	129-203	130-132
S3	128-263	129-092	130-108
S4	128-003	128-152	130-037

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	130-280	129-260	1-020	0.8%	0-229	0.5%	71%	False	False	395,274
10	132-205	129-260	2-265	2.2%	0-251	0.6%	27%	False	False	220,205
20	132-205	127-280	4-245	3.7%	0-227	0.5%	56%	False	False	116,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-053
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-080
2.618	132-296
1.618	132-036
1.000	131-195
0.618	131-096
HIGH	130-255
0.618	130-156
0.500	130-125
0.382	130-094
LOW	129-315
0.618	129-154
1.000	129-055
1.618	128-214
2.618	127-274
4.250	126-170

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	130-162	130-166
PP	130-143	130-152
S1	130-125	130-138

Download as Excel Spreadsheet

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

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