ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 11-Apr-2016

Day Change Summary
	Previous	Current
	08-Apr-2016	11-Apr-2016	Change	Change %	Previous Week
Open	131-075	131-025	-0-050	-0.1%	130-150
High	131-085	131-070	-0-015	0.0%	131-095
Low	130-270	130-245	-0-025	-0.1%	130-100
Close	131-010	131-010	0-000	0.0%	131-010
Range	0-135	0-145	0-010	7.4%	0-315
ATR	0-184	0-181	-0-003	-1.5%	0-000
Volume	783,757	806,162	22,405	2.9%	4,481,171

Daily Pivots for day following 11-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-117	132-048	131-090
R3	131-292	131-223	131-050
R2	131-147	131-147	131-037
R1	131-078	131-078	131-023	131-040
PP	131-002	131-002	131-002	130-302
S1	130-253	130-253	130-317	130-215
S2	130-177	130-177	130-303
S3	130-032	130-108	130-290
S4	129-207	129-283	130-250

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-267	133-133	131-183
R3	132-272	132-138	131-097
R2	131-277	131-277	131-068
R1	131-143	131-143	131-039	131-210
PP	130-282	130-282	130-282	130-315
S1	130-148	130-148	130-301	130-215
S2	129-287	129-287	130-272
S3	128-292	129-153	130-243
S4	127-297	128-158	130-157

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-095	130-165	0-250	0.6%	0-153	0.4%	66%	False	False	909,479
10	131-095	129-065	2-030	1.6%	0-161	0.4%	87%	False	False	987,238
20	131-095	128-015	3-080	2.5%	0-172	0.4%	92%	False	False	947,770
40	131-190	128-015	3-175	2.7%	0-193	0.5%	84%	False	False	951,117
60	132-205	127-085	5-120	4.1%	0-194	0.5%	70%	False	False	638,945

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	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-046
2.618	132-130
1.618	131-305
1.000	131-215
0.618	131-160
HIGH	131-070
0.618	131-015
0.500	130-318
0.382	130-300
LOW	130-245
0.618	130-155
1.000	130-100
1.618	130-010
2.618	129-185
4.250	128-269

Fisher Pivots for day following 11-Apr-2016
Pivot	1 day	3 day
R1	131-006	131-000
PP	131-002	130-310
S1	130-318	130-300

Download as Excel Spreadsheet

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

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