ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	128-110	128-135	0-025	0.1%	129-060
High	128-195	128-260	0-065	0.2%	129-225
Low	128-075	128-095	0-020	0.0%	128-065
Close	128-135	128-130	-0-005	0.0%	128-110
Range	0-120	0-165	0-045	37.5%	1-160
ATR	0-214	0-211	-0-004	-1.6%	0-000
Volume	727,102	919,809	192,707	26.5%	5,841,549

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-017	129-238	128-221
R3	129-172	129-073	128-175
R2	129-007	129-007	128-160
R1	128-228	128-228	128-145	128-195
PP	128-162	128-162	128-162	128-145
S1	128-063	128-063	128-115	128-030
S2	127-317	127-317	128-100
S3	127-152	127-218	128-085
S4	126-307	127-053	128-039

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	129-185	128-065	1-120	1.1%	0-187	0.5%	15%	False	False	1,099,414
10	129-250	128-065	1-185	1.2%	0-188	0.5%	13%	False	False	1,167,173
20	131-140	128-065	3-075	2.5%	0-205	0.5%	6%	False	False	1,032,210
40	132-205	127-165	5-040	4.0%	0-207	0.5%	17%	False	False	525,579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-001
2.618	130-052
1.618	129-207
1.000	129-105
0.618	129-042
HIGH	128-260
0.618	128-197
0.500	128-178
0.382	128-158
LOW	128-095
0.618	127-313
1.000	127-250
1.618	127-148
2.618	126-303
4.250	126-034

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	128-178	128-162
PP	128-162	128-152
S1	128-146	128-141

Download as Excel Spreadsheet

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

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