ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	128-235	129-085	0-170	0.4%	128-110
High	129-115	129-150	0-035	0.1%	129-170
Low	128-205	128-310	0-105	0.3%	128-015
Close	129-105	129-070	-0-035	-0.1%	129-130
Range	0-230	0-160	-0-070	-30.4%	1-155
ATR	0-210	0-206	-0-004	-1.7%	0-000
Volume	886,490	749,240	-137,250	-15.5%	5,188,179

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-230	130-150	129-158
R3	130-070	129-310	129-114
R2	129-230	129-230	129-099
R1	129-150	129-150	129-085	129-110
PP	129-070	129-070	129-070	129-050
S1	128-310	128-310	129-055	128-270
S2	128-230	128-230	129-041
S3	128-070	128-150	129-026
S4	127-230	127-310	128-302

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	129-150	128-205	0-265	0.6%	0-175	0.4%	70%	True	False	883,630
10	129-170	128-015	1-155	1.1%	0-184	0.4%	79%	False	False	975,811
20	130-270	128-015	2-255	2.2%	0-189	0.5%	42%	False	False	1,136,337
40	132-205	128-010	4-195	3.6%	0-215	0.5%	26%	False	False	699,905

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-190
2.618	130-249
1.618	130-089
1.000	129-310
0.618	129-249
HIGH	129-150
0.618	129-089
0.500	129-070
0.382	129-051
LOW	128-310
0.618	128-211
1.000	128-150
1.618	128-051
2.618	127-211
4.250	126-270

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	129-070	129-052
PP	129-070	129-035
S1	129-070	129-018

Download as Excel Spreadsheet

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

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