ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 04-May-2016

Day Change Summary
	Previous	Current
	03-May-2016	04-May-2016	Change	Change %	Previous Week
Open	129-185	130-075	0-210	0.5%	129-085
High	130-110	130-140	0-030	0.1%	130-000
Low	129-185	130-010	0-145	0.3%	128-285
Close	130-060	130-105	0-045	0.1%	129-295
Range	0-245	0-130	-0-115	-47.0%	1-035
ATR	0-143	0-142	-0-001	-0.6%	0-000
Volume	11,215	6,355	-4,860	-43.3%	19,876

Daily Pivots for day following 04-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-155	131-100	130-176
R3	131-025	130-290	130-141
R2	130-215	130-215	130-129
R1	130-160	130-160	130-117	130-187
PP	130-085	130-085	130-085	130-099
S1	130-030	130-030	130-093	130-058
S2	129-275	129-275	130-081
S3	129-145	129-220	130-069
S4	129-015	129-090	130-034

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-298	132-172	130-170
R3	131-263	131-137	130-073
R2	130-228	130-228	130-040
R1	130-102	130-102	130-008	130-165
PP	129-193	129-193	129-193	129-225
S1	129-067	129-067	129-262	129-130
S2	128-158	128-158	129-230
S3	127-123	128-032	129-197
S4	126-088	126-317	129-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-140	129-160	0-300	0.7%	0-165	0.4%	88%	True	False	6,437
10	130-140	128-285	1-175	1.2%	0-144	0.3%	93%	True	False	4,889
20	131-075	128-285	2-110	1.8%	0-123	0.3%	61%	False	False	3,204
40	131-075	127-310	3-085	2.5%	0-087	0.2%	72%	False	False	1,696
60	131-075	127-310	3-085	2.5%	0-059	0.1%	72%	False	False	1,131
80	131-075	126-020	5-055	4.0%	0-044	0.1%	82%	False	False	848
100	131-075	124-115	6-280	5.3%	0-036	0.1%	87%	False	False	678

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-026
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	132-052
2.618	131-160
1.618	131-030
1.000	130-270
0.618	130-220
HIGH	130-140
0.618	130-090
0.500	130-075
0.382	130-060
LOW	130-010
0.618	129-250
1.000	129-200
1.618	129-120
2.618	128-310
4.250	128-098

Fisher Pivots for day following 04-May-2016
Pivot	1 day	3 day
R1	130-095	130-067
PP	130-085	130-030
S1	130-075	129-312

Download as Excel Spreadsheet

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

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