ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	128-135	128-105	-0-030	-0.1%	129-060
High	128-260	129-025	0-085	0.2%	129-225
Low	128-095	128-015	-0-080	-0.2%	128-065
Close	128-130	128-270	0-140	0.3%	128-110
Range	0-165	1-010	0-165	100.0%	1-160
ATR	0-211	0-219	0-009	4.1%	0-000
Volume	919,809	1,330,804	410,995	44.7%	5,841,549

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-240	131-105	129-132
R3	130-230	130-095	129-041
R2	129-220	129-220	129-010
R1	129-085	129-085	128-300	129-152
PP	128-210	128-210	128-210	128-244
S1	128-075	128-075	128-240	128-142
S2	127-200	127-200	128-210
S3	126-190	127-065	128-179
S4	125-180	126-055	128-088

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	129-125	128-015	1-110	1.0%	0-216	0.5%	59%	False	True	1,152,687
10	129-225	128-015	1-210	1.3%	0-202	0.5%	48%	False	True	1,154,079
20	131-140	128-015	3-125	2.6%	0-205	0.5%	24%	False	True	1,093,694
40	132-205	127-230	4-295	3.8%	0-212	0.5%	23%	False	False	558,619

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	0-046
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	133-148
2.618	131-249
1.618	130-239
1.000	130-035
0.618	129-229
HIGH	129-025
0.618	128-219
0.500	128-180
0.382	128-141
LOW	128-015
0.618	127-131
1.000	127-005
1.618	126-121
2.618	125-111
4.250	123-212

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	128-240	128-240
PP	128-210	128-210
S1	128-180	128-180

Download as Excel Spreadsheet

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

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