ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	133-060	132-225	-0-155	-0.4%	131-150
High	133-100	133-075	-0-025	-0.1%	134-070
Low	132-220	132-140	-0-080	-0.2%	130-215
Close	133-020	132-315	-0-025	-0.1%	132-120
Range	0-200	0-255	0-055	27.5%	3-175
ATR	0-231	0-232	0-002	0.8%	0-000
Volume	1,098,012	1,943,875	845,863	77.0%	7,126,501

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-088	134-297	133-135
R3	134-153	134-042	133-065
R2	133-218	133-218	133-042
R1	133-107	133-107	133-018	133-162
PP	132-283	132-283	132-283	132-311
S1	132-172	132-172	132-292	132-228
S2	132-028	132-028	132-268
S3	131-093	131-237	132-245
S4	130-158	130-302	132-175

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	143-020	141-085	134-104
R3	139-165	137-230	133-112
R2	135-310	135-310	133-008
R1	134-055	134-055	132-224	135-022
PP	132-135	132-135	132-135	132-279
S1	130-200	130-200	132-016	131-168
S2	128-280	128-280	131-232
S3	125-105	127-025	131-128
S4	121-250	123-170	130-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-070	130-215	3-175	2.7%	1-081	0.9%	65%	False	False	1,724,360
10	134-070	130-215	3-175	2.7%	0-264	0.6%	65%	False	False	1,379,162
20	134-070	129-270	4-120	3.3%	0-219	0.5%	72%	False	False	1,271,670
40	134-070	129-055	5-015	3.8%	0-187	0.4%	76%	False	False	864,084
60	134-070	128-285	5-105	4.0%	0-166	0.4%	77%	False	False	577,124
80	134-070	127-310	6-080	4.7%	0-137	0.3%	80%	False	False	432,890
100	134-070	127-310	6-080	4.7%	0-110	0.3%	80%	False	False	346,312
120	134-070	126-020	8-050	6.1%	0-092	0.2%	85%	False	False	288,593

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-199
2.618	135-103
1.618	134-168
1.000	134-010
0.618	133-233
HIGH	133-075
0.618	132-298
0.500	132-268
0.382	132-237
LOW	132-140
0.618	131-302
1.000	131-205
1.618	131-047
2.618	130-112
4.250	129-016

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	132-299	133-000
PP	132-283	132-318
S1	132-268	132-317

Download as Excel Spreadsheet

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

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