ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	129-060	128-200	-0-180	-0.4%	129-060
High	129-125	128-240	-0-205	-0.5%	129-225
Low	128-155	128-065	-0-090	-0.2%	128-065
Close	128-205	128-110	-0-095	-0.2%	128-110
Range	0-290	0-175	-0-115	-39.7%	1-160
ATR	0-225	0-221	-0-004	-1.6%	0-000
Volume	1,683,316	1,102,407	-580,909	-34.5%	5,841,549

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-023	129-242	128-206
R3	129-168	129-067	128-158
R2	128-313	128-313	128-142
R1	128-212	128-212	128-126	128-175
PP	128-138	128-138	128-138	128-120
S1	128-037	128-037	128-094	128-000
S2	127-283	127-283	128-078
S3	127-108	127-182	128-062
S4	126-253	127-007	128-014

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-080	132-095	129-054
R3	131-240	130-255	128-242
R2	130-080	130-080	128-198
R1	129-095	129-095	128-154	129-008
PP	128-240	128-240	128-240	128-196
S1	127-255	127-255	128-066	127-168
S2	127-080	127-080	128-022
S3	125-240	126-095	127-298
S4	124-080	124-255	127-166

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-225	128-065	1-160	1.2%	0-207	0.5%	9%	False	True	1,168,309
10	130-270	128-065	2-205	2.1%	0-212	0.5%	5%	False	True	1,286,376
20	131-190	128-065	3-125	2.6%	0-215	0.5%	4%	False	True	954,465
40	132-205	127-085	5-120	4.2%	0-205	0.5%	20%	False	False	484,532

Crabel Price Patterns
NR	True
NR4	True
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	0-048
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-024
2.618	130-058
1.618	129-203
1.000	129-095
0.618	129-028
HIGH	128-240
0.618	128-173
0.500	128-152
0.382	128-132
LOW	128-065
0.618	127-277
1.000	127-210
1.618	127-102
2.618	126-247
4.250	125-281

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	128-152	128-285
PP	128-138	128-227
S1	128-124	128-168

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

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