ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 21-Mar-2016

Day Change Summary
	Previous	Current
	18-Mar-2016	21-Mar-2016	Change	Change %	Previous Week
Open	129-035	129-125	0-090	0.2%	128-110
High	129-150	129-150	0-000	0.0%	129-170
Low	129-030	129-000	-0-030	-0.1%	128-015
Close	129-130	129-005	-0-125	-0.3%	129-130
Range	0-120	0-150	0-030	25.0%	1-155
ATR	0-212	0-208	-0-004	-2.1%	0-000
Volume	950,622	780,943	-169,679	-17.8%	5,188,179

Daily Pivots for day following 21-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-182	130-083	129-088
R3	130-032	129-253	129-046
R2	129-202	129-202	129-032
R1	129-103	129-103	129-019	129-078
PP	129-052	129-052	129-052	129-039
S1	128-273	128-273	128-311	128-248
S2	128-222	128-222	128-298
S3	128-072	128-123	128-284
S4	127-242	127-293	128-242

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-143	132-292	130-071
R3	131-308	131-137	129-261
R2	130-153	130-153	129-217
R1	129-302	129-302	129-174	130-068
PP	128-318	128-318	128-318	129-041
S1	128-147	128-147	129-086	128-232
S2	127-163	127-163	129-043
S3	126-008	126-312	128-319
S4	124-173	125-157	128-189

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-170	128-015	1-155	1.2%	0-187	0.5%	65%	False	False	1,048,404
10	129-225	128-015	1-210	1.3%	0-196	0.5%	58%	False	False	1,095,829
20	131-140	128-015	3-125	2.6%	0-199	0.5%	29%	False	False	1,208,886
40	132-205	127-240	4-285	3.8%	0-210	0.5%	26%	False	False	633,072

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-148
2.618	130-223
1.618	130-073
1.000	129-300
0.618	129-243
HIGH	129-150
0.618	129-093
0.500	129-075
0.382	129-057
LOW	129-000
0.618	128-227
1.000	128-170
1.618	128-077
2.618	127-247
4.250	127-002

Fisher Pivots for day following 21-Mar-2016
Pivot	1 day	3 day
R1	129-075	129-085
PP	129-052	129-058
S1	129-028	129-032

Download as Excel Spreadsheet

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

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