ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	128-305	129-165	0-180	0.4%	130-125
High	129-225	129-185	-0-040	-0.1%	130-270
Low	128-290	129-000	0-030	0.1%	128-295
Close	129-160	129-020	-0-140	-0.3%	129-030
Range	0-255	0-185	-0-070	-27.5%	1-295
ATR	0-223	0-220	-0-003	-1.2%	0-000
Volume	1,139,012	1,064,437	-74,575	-6.5%	7,022,216

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-303	130-187	129-122
R3	130-118	130-002	129-071
R2	129-253	129-253	129-054
R1	129-137	129-137	129-037	129-102
PP	129-068	129-068	129-068	129-051
S1	128-272	128-272	129-003	128-238
S2	128-203	128-203	128-306
S3	128-018	128-087	128-289
S4	127-153	127-222	128-238

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-123	134-052	130-048
R3	133-148	132-077	129-199
R2	131-173	131-173	129-143
R1	130-102	130-102	129-086	129-310
PP	129-198	129-198	129-198	129-142
S1	128-127	128-127	128-294	128-015
S2	127-223	127-223	128-237
S3	125-248	126-152	128-181
S4	123-273	124-177	128-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-225	128-265	0-280	0.7%	0-189	0.5%	27%	False	False	1,155,470
10	131-075	128-265	2-130	1.9%	0-191	0.5%	10%	False	False	1,281,438
20	132-205	128-265	3-260	3.0%	0-226	0.5%	6%	False	False	819,690
40	132-205	126-135	6-070	4.8%	0-205	0.5%	42%	False	False	414,955

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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-011
2.618	131-029
1.618	130-164
1.000	130-050
0.618	129-299
HIGH	129-185
0.618	129-114
0.500	129-092
0.382	129-071
LOW	129-000
0.618	128-206
1.000	128-135
1.618	128-021
2.618	127-156
4.250	126-174

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	129-092	129-085
PP	129-068	129-063
S1	129-044	129-042

Download as Excel Spreadsheet

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

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