ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 25-Feb-2016

Day Change Summary
	Previous	Current
	24-Feb-2016	25-Feb-2016	Change	Change %	Previous Week
Open	130-235	130-180	-0-055	-0.1%	130-205
High	131-140	131-075	-0-065	-0.2%	130-280
Low	130-170	130-140	-0-030	-0.1%	129-260
Close	130-200	131-030	0-150	0.4%	130-165
Range	0-290	0-255	-0-035	-12.1%	1-020
ATR	0-230	0-232	0-002	0.8%	0-000
Volume	1,420,814	1,529,058	108,244	7.6%	377,693

Daily Pivots for day following 25-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-100	133-000	131-170
R3	132-165	132-065	131-100
R2	131-230	131-230	131-077
R1	131-130	131-130	131-053	131-180
PP	130-295	130-295	130-295	131-000
S1	130-195	130-195	131-007	130-245
S2	130-040	130-040	130-303
S3	129-105	129-260	130-280
S4	128-170	129-005	130-210

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	129-315	1-145	1.1%	0-224	0.5%	76%	False	False	943,745
10	132-205	129-260	2-265	2.2%	0-259	0.6%	45%	False	False	506,662
20	132-205	128-010	4-195	3.5%	0-241	0.6%	66%	False	False	263,473

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	0-047
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-199
2.618	133-103
1.618	132-168
1.000	132-010
0.618	131-233
HIGH	131-075
0.618	130-298
0.500	130-268
0.382	130-237
LOW	130-140
0.618	129-302
1.000	129-205
1.618	129-047
2.618	128-112
4.250	127-016

Fisher Pivots for day following 25-Feb-2016
Pivot	1 day	3 day
R1	131-002	130-309
PP	130-295	130-268
S1	130-268	130-228

Download as Excel Spreadsheet

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

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