ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 28-Mar-2016

Day Change Summary
	Previous	Current
	24-Mar-2016	28-Mar-2016	Change	Change %	Previous Week
Open	129-085	129-050	-0-035	-0.1%	129-125
High	129-150	129-150	0-000	0.0%	129-150
Low	128-310	128-310	0-000	0.0%	128-205
Close	129-070	129-130	0-060	0.1%	129-070
Range	0-160	0-160	0-000	0.0%	0-265
ATR	0-206	0-203	-0-003	-1.6%	0-000
Volume	749,240	427,322	-321,918	-43.0%	3,467,528

Daily Pivots for day following 28-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-250	130-190	129-218
R3	130-090	130-030	129-174
R2	129-250	129-250	129-159
R1	129-190	129-190	129-145	129-220
PP	129-090	129-090	129-090	129-105
S1	129-030	129-030	129-115	129-060
S2	128-250	128-250	129-101
S3	128-090	128-190	129-086
S4	127-250	128-030	129-042

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-190	131-075	129-216
R3	130-245	130-130	129-143
R2	129-300	129-300	129-119
R1	129-185	129-185	129-094	129-110
PP	129-035	129-035	129-035	128-318
S1	128-240	128-240	129-046	128-165
S2	128-090	128-090	129-021
S3	127-145	127-295	128-317
S4	126-200	127-030	128-244

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%	0-183	0.4%	92%	True	False	778,970
10	129-170	128-015	1-155	1.1%	0-182	0.4%	92%	False	False	908,302
20	130-270	128-015	2-255	2.2%	0-197	0.5%	49%	False	False	1,097,339
40	132-205	128-015	4-190	3.5%	0-215	0.5%	30%	False	False	710,227

Crabel Price Patterns
NR	False
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	0-046

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 28-Mar-2016
Pivot	1 day	3 day
R1	129-110	129-092
PP	129-090	129-055
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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