ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 23-Mar-2016

Day Change Summary
	Previous	Current
	22-Mar-2016	23-Mar-2016	Change	Change %	Previous Week
Open	129-005	128-235	-0-090	-0.2%	128-110
High	129-120	129-115	-0-005	0.0%	129-170
Low	128-225	128-205	-0-020	0.0%	128-015
Close	128-255	129-105	0-170	0.4%	129-130
Range	0-215	0-230	0-015	7.0%	1-155
ATR	0-208	0-210	0-002	0.7%	0-000
Volume	1,050,855	886,490	-164,365	-15.6%	5,188,179

Daily Pivots for day following 23-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-085	131-005	129-232
R3	130-175	130-095	129-168
R2	129-265	129-265	129-147
R1	129-185	129-185	129-126	129-225
PP	129-035	129-035	129-035	129-055
S1	128-275	128-275	129-084	128-315
S2	128-125	128-125	129-063
S3	127-215	128-045	129-042
S4	126-305	127-135	128-298

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	128-205	0-285	0.7%	0-177	0.4%	77%	False	True	985,750
10	129-170	128-015	1-155	1.1%	0-196	0.5%	86%	False	False	1,069,219
20	131-075	128-015	3-060	2.5%	0-194	0.5%	40%	False	False	1,175,328
40	132-205	127-280	4-245	3.7%	0-215	0.5%	30%	False	False	681,368

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	132-132
2.618	131-077
1.618	130-167
1.000	130-025
0.618	129-257
HIGH	129-115
0.618	129-027
0.500	129-000
0.382	128-293
LOW	128-205
0.618	128-063
1.000	127-295
1.618	127-153
2.618	126-243
4.250	125-188

Fisher Pivots for day following 23-Mar-2016
Pivot	1 day	3 day
R1	129-070	129-076
PP	129-035	129-047
S1	129-000	129-018

Download as Excel Spreadsheet

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

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