ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 19-Apr-2016

Day Change Summary
	Previous	Current
	18-Apr-2016	19-Apr-2016	Change	Change %	Previous Week
Open	130-245	130-095	-0-150	-0.4%	131-020
High	130-260	130-120	-0-140	-0.3%	131-055
Low	130-130	130-040	-0-090	-0.2%	130-050
Close	130-135	130-085	-0-050	-0.1%	130-185
Range	0-130	0-080	-0-050	-38.5%	1-005
ATR	0-120	0-118	-0-002	-1.5%	0-000
Volume	1,114	1,623	509	45.7%	7,109

Daily Pivots for day following 19-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-002	130-283	130-129
R3	130-242	130-203	130-107
R2	130-162	130-162	130-100
R1	130-123	130-123	130-092	130-102
PP	130-082	130-082	130-082	130-071
S1	130-043	130-043	130-078	130-022
S2	130-002	130-002	130-070
S3	129-242	129-283	130-063
S4	129-162	129-203	130-041

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-218	133-047	131-044
R3	132-213	132-042	130-274
R2	131-208	131-208	130-245
R1	131-037	131-037	130-215	130-280
PP	130-203	130-203	130-203	130-165
S1	130-032	130-032	130-155	129-275
S2	129-198	129-198	130-125
S3	128-193	129-027	130-096
S4	127-188	128-022	130-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-260	130-040	0-220	0.5%	0-078	0.2%	20%	False	True	1,293
10	131-075	130-040	1-035	0.9%	0-085	0.2%	13%	False	True	1,575
20	131-075	128-140	2-255	2.1%	0-083	0.2%	65%	False	False	845
40	131-075	127-310	3-085	2.5%	0-047	0.1%	70%	False	False	423
60	131-075	127-105	3-290	3.0%	0-031	0.1%	75%	False	False	282
80	131-075	124-115	6-280	5.3%	0-023	0.1%	86%	False	False	211

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-140
2.618	131-009
1.618	130-249
1.000	130-200
0.618	130-169
HIGH	130-120
0.618	130-089
0.500	130-080
0.382	130-071
LOW	130-040
0.618	129-311
1.000	129-280
1.618	129-231
2.618	129-151
4.250	129-020

Fisher Pivots for day following 19-Apr-2016
Pivot	1 day	3 day
R1	130-083	130-150
PP	130-082	130-128
S1	130-080	130-107

Download as Excel Spreadsheet

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

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