ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	28-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	129-050	129-090	0-040	0.1%	129-125
High	129-150	130-030	0-200	0.5%	129-150
Low	128-310	129-065	0-075	0.2%	128-205
Close	129-130	130-000	0-190	0.5%	129-070
Range	0-160	0-285	0-125	78.1%	0-265
ATR	0-203	0-209	0-006	2.9%	0-000
Volume	427,322	1,047,652	620,330	145.2%	3,467,528

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-140	132-035	130-157
R3	131-175	131-070	130-078
R2	130-210	130-210	130-052
R1	130-105	130-105	130-026	130-158
PP	129-245	129-245	129-245	129-271
S1	129-140	129-140	129-294	129-192
S2	128-280	128-280	129-268
S3	127-315	128-175	129-242
S4	127-030	127-210	129-163

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	130-030	128-205	1-145	1.1%	0-210	0.5%	94%	True	False	832,311
10	130-030	128-015	2-015	1.6%	0-198	0.5%	95%	True	False	940,357
20	130-270	128-015	2-255	2.2%	0-206	0.5%	70%	False	False	1,086,315
40	132-205	128-015	4-190	3.5%	0-218	0.5%	43%	False	False	736,170

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	133-281
2.618	132-136
1.618	131-171
1.000	130-315
0.618	130-206
HIGH	130-030
0.618	129-241
0.500	129-208
0.382	129-174
LOW	129-065
0.618	128-209
1.000	128-100
1.618	127-244
2.618	126-279
4.250	125-134

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	129-282	129-270
PP	129-245	129-220
S1	129-208	129-170

Download as Excel Spreadsheet

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

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