ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	130-160	130-235	0-075	0.2%	130-205
High	130-255	131-140	0-205	0.5%	130-280
Low	129-315	130-170	0-175	0.4%	129-260
Close	130-180	130-200	0-020	0.0%	130-165
Range	0-260	0-290	0-030	11.5%	1-020
ATR	0-225	0-230	0-005	2.0%	0-000
Volume	1,187,683	1,420,814	233,131	19.6%	377,693

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-187	133-003	131-040
R3	132-217	132-033	130-280
R2	131-247	131-247	130-253
R1	131-063	131-063	130-227	131-010
PP	130-277	130-277	130-277	130-250
S1	130-093	130-093	130-173	130-040
S2	129-307	129-307	130-147
S3	129-017	129-123	130-120
S4	128-047	128-153	130-040

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	131-140	129-300	1-160	1.1%	0-223	0.5%	46%	True	False	659,214
10	132-205	129-260	2-265	2.2%	0-260	0.6%	29%	False	False	357,941
20	132-205	127-280	4-245	3.6%	0-237	0.6%	58%	False	False	187,408

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135-092
2.618	133-259
1.618	132-289
1.000	132-110
0.618	131-319
HIGH	131-140
0.618	131-029
0.500	130-315
0.382	130-281
LOW	130-170
0.618	129-311
1.000	129-200
1.618	129-021
2.618	128-051
4.250	126-218

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	130-315	130-228
PP	130-277	130-218
S1	130-238	130-209

Download as Excel Spreadsheet

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

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