ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 07-Jul-2016

Day Change Summary
	Previous	Current
	06-Jul-2016	07-Jul-2016	Change	Change %	Previous Week
Open	133-270	133-270	0-000	0.0%	132-240
High	134-075	133-300	-0-095	-0.2%	133-295
Low	133-185	133-110	-0-075	-0.2%	132-140
Close	133-215	133-220	0-005	0.0%	133-025
Range	0-210	0-190	-0-020	-9.5%	1-155
ATR	0-241	0-237	-0-004	-1.5%	0-000
Volume	1,433,749	1,171,819	-261,930	-18.3%	6,841,190

Daily Pivots for day following 07-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-140	135-050	134-004
R3	134-270	134-180	133-272
R2	134-080	134-080	133-255
R1	133-310	133-310	133-237	133-260
PP	133-210	133-210	133-210	133-185
S1	133-120	133-120	133-203	133-070
S2	133-020	133-020	133-185
S3	132-150	132-250	133-168
S4	131-280	132-060	133-116

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	137-192	136-263	133-286
R3	136-037	135-108	133-156
R2	134-202	134-202	133-112
R1	133-273	133-273	133-069	134-078
PP	133-047	133-047	133-047	133-109
S1	132-118	132-118	132-301	132-242
S2	131-212	131-212	132-258
S3	130-057	130-283	132-214
S4	128-222	129-128	132-084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-075	132-140	1-255	1.3%	0-254	0.6%	70%	False	False	1,403,348
10	134-075	130-215	3-180	2.7%	1-000	0.7%	85%	False	False	1,479,083
20	134-075	130-215	3-180	2.7%	0-234	0.5%	85%	False	False	1,316,399
40	134-075	129-055	5-020	3.8%	0-196	0.5%	89%	False	False	990,090
60	134-075	128-285	5-110	4.0%	0-176	0.4%	90%	False	False	661,561
80	134-075	128-010	6-065	4.6%	0-150	0.4%	91%	False	False	496,301
100	134-075	127-310	6-085	4.7%	0-120	0.3%	91%	False	False	397,041
120	134-075	127-045	7-030	5.3%	0-100	0.2%	92%	False	False	330,867

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	0-042
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	136-148
2.618	135-157
1.618	134-287
1.000	134-170
0.618	134-097
HIGH	133-300
0.618	133-227
0.500	133-205
0.382	133-183
LOW	133-110
0.618	132-313
1.000	132-240
1.618	132-123
2.618	131-253
4.250	130-262

Fisher Pivots for day following 07-Jul-2016
Pivot	1 day	3 day
R1	133-215	133-212
PP	133-210	133-205
S1	133-205	133-198

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

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