ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	129-195	129-130	-0-065	-0.2%	130-160
High	129-250	129-205	-0-045	-0.1%	131-140
Low	129-060	129-065	0-005	0.0%	129-315
Close	129-110	129-165	0-055	0.1%	130-120
Range	0-190	0-140	-0-050	-26.3%	1-145
ATR	0-233	0-226	-0-007	-2.9%	0-000
Volume	1,461,747	1,137,434	-324,313	-22.2%	5,809,362

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-245	130-185	129-242
R3	130-105	130-045	129-204
R2	129-285	129-285	129-191
R1	129-225	129-225	129-178	129-255
PP	129-145	129-145	129-145	129-160
S1	129-085	129-085	129-152	129-115
S2	129-005	129-005	129-139
S3	128-185	128-265	129-126
S4	128-045	128-125	129-088

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	130-270	129-060	1-210	1.3%	0-170	0.4%	20%	False	False	1,329,081
10	131-140	129-060	2-080	1.7%	0-197	0.5%	15%	False	False	1,136,413
20	132-205	129-060	3-145	2.7%	0-231	0.6%	10%	False	False	592,029
40	132-205	126-000	6-205	5.1%	0-196	0.5%	53%	False	False	299,013

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-160
2.618	130-252
1.618	130-112
1.000	130-025
0.618	129-292
HIGH	129-205
0.618	129-152
0.500	129-135
0.382	129-118
LOW	129-065
0.618	128-298
1.000	128-245
1.618	128-158
2.618	128-018
4.250	127-110

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	129-155	130-005
PP	129-145	129-272
S1	129-135	129-218

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

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