ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 01-Mar-2016

Day Change Summary
	Previous	Current
	29-Feb-2016	01-Mar-2016	Change	Change %	Previous Week
Open	130-125	130-175	0-050	0.1%	130-160
High	130-195	130-270	0-075	0.2%	131-140
Low	130-085	129-180	-0-225	-0.5%	129-315
Close	130-165	129-190	-0-295	-0.7%	130-120
Range	0-110	1-090	0-300	272.7%	1-145
ATR	0-223	0-236	0-013	6.0%	0-000
Volume	1,268,146	1,570,795	302,649	23.9%	5,809,362

Daily Pivots for day following 01-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-270	133-000	130-096
R3	132-180	131-230	129-303
R2	131-090	131-090	129-265
R1	130-140	130-140	129-228	130-070
PP	130-000	130-000	130-000	129-285
S1	129-050	129-050	129-152	128-300
S2	128-230	128-230	129-115
S3	127-140	127-280	129-077
S4	126-050	126-190	128-284

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	129-180	1-280	1.4%	0-213	0.5%	2%	False	True	1,399,219
10	131-140	129-180	1-280	1.4%	0-221	0.5%	2%	False	True	897,247
20	132-205	128-300	3-225	2.9%	0-241	0.6%	18%	False	False	464,249

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	136-092
2.618	134-063
1.618	132-293
1.000	132-040
0.618	131-203
HIGH	130-270
0.618	130-113
0.500	130-065
0.382	130-017
LOW	129-180
0.618	128-247
1.000	128-090
1.618	127-157
2.618	126-067
4.250	124-038

Fisher Pivots for day following 01-Mar-2016
Pivot	1 day	3 day
R1	130-065	130-065
PP	130-000	130-000
S1	129-255	129-255

Download as Excel Spreadsheet

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

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