ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 29-Feb-2016

Day Change Summary
	Previous	Current
	26-Feb-2016	29-Feb-2016	Change	Change %	Previous Week
Open	130-290	130-125	-0-165	-0.4%	130-160
High	130-120	130-195	0-075	0.2%	131-140
Low	130-120	130-085	-0-035	-0.1%	129-315
Close	130-120	130-165	0-045	0.1%	130-120
Range	0-000	0-110	0-110		1-145
ATR	0-232	0-223	-0-009	-3.8%	0-000
Volume	1,207,283	1,268,146	60,863	5.0%	5,809,362

Daily Pivots for day following 29-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-158	131-112	130-226
R3	131-048	131-002	130-195
R2	130-258	130-258	130-185
R1	130-212	130-212	130-175	130-235
PP	130-148	130-148	130-148	130-160
S1	130-102	130-102	130-155	130-125
S2	130-038	130-038	130-145
S3	129-248	129-312	130-135
S4	129-138	129-202	130-104

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-307	134-038	131-056
R3	133-162	132-213	130-248
R2	132-017	132-017	130-205
R1	131-068	131-068	130-163	130-290
PP	130-192	130-192	130-192	130-143
S1	129-243	129-243	130-077	129-145
S2	129-047	129-047	130-035
S3	127-222	128-098	129-312
S4	126-077	126-273	129-184

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%	0-183	0.4%	37%	False	False	1,322,596
10	131-140	129-260	1-200	1.2%	0-197	0.5%	43%	False	False	745,520
20	132-205	128-210	3-315	3.1%	0-230	0.6%	47%	False	False	386,026

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-022
2.618	131-163
1.618	131-053
1.000	130-305
0.618	130-263
HIGH	130-195
0.618	130-153
0.500	130-140
0.382	130-127
LOW	130-085
0.618	130-017
1.000	129-295
1.618	129-227
2.618	129-117
4.250	128-258

Fisher Pivots for day following 29-Feb-2016
Pivot	1 day	3 day
R1	130-157	130-240
PP	130-148	130-215
S1	130-140	130-190

Download as Excel Spreadsheet

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

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