ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 03-Jun-2016

Day Change Summary
	Previous	Current
	02-Jun-2016	03-Jun-2016	Change	Change %	Previous Week
Open	129-190	129-295	0-105	0.3%	129-125
High	129-315	131-020	1-025	0.8%	131-020
Low	129-180	129-270	0-090	0.2%	129-055
Close	129-280	130-310	1-030	0.8%	130-310
Range	0-135	1-070	0-255	188.9%	1-285
ATR	0-150	0-167	0-017	11.4%	0-000
Volume	1,102,804	1,642,334	539,530	48.9%	5,499,171

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-090	133-270	131-204
R3	133-020	132-200	131-097
R2	131-270	131-270	131-062
R1	131-130	131-130	131-026	131-200
PP	130-200	130-200	130-200	130-235
S1	130-060	130-060	130-274	130-130
S2	129-130	129-130	130-238
S3	128-060	128-310	130-203
S4	126-310	127-240	130-096

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	136-023	135-132	132-003
R3	134-058	133-167	131-156
R2	132-093	132-093	131-101
R1	131-202	131-202	131-045	131-308
PP	130-128	130-128	130-128	130-181
S1	129-237	129-237	130-255	130-022
S2	128-163	128-163	130-199
S3	126-198	127-272	130-144
S4	124-233	125-307	129-297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-020	129-055	1-285	1.4%	0-199	0.5%	95%	True	False	1,268,084
10	131-020	129-055	1-285	1.4%	0-162	0.4%	95%	True	False	1,035,500
20	131-045	129-055	1-310	1.5%	0-164	0.4%	91%	False	False	538,147
40	131-055	128-285	2-090	1.7%	0-145	0.3%	91%	False	False	270,836
60	131-075	127-310	3-085	2.5%	0-116	0.3%	92%	False	False	180,669
80	131-075	127-310	3-085	2.5%	0-088	0.2%	92%	False	False	135,502
100	131-075	126-175	4-220	3.6%	0-070	0.2%	94%	False	False	108,401
120	131-075	124-115	6-280	5.2%	0-059	0.1%	96%	False	False	90,334

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 129 trading days

Fibonacci Retracements and Extensions
4.250	136-078
2.618	134-081
1.618	133-011
1.000	132-090
0.618	131-261
HIGH	131-020
0.618	130-191
0.500	130-145
0.382	130-099
LOW	129-270
0.618	129-029
1.000	128-200
1.618	127-279
2.618	126-209
4.250	124-212

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	130-255	130-236
PP	130-200	130-162
S1	130-145	130-088

Download as Excel Spreadsheet

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

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