ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	131-315	132-100	0-105	0.2%	133-040
High	132-135	132-250	0-115	0.3%	133-040
Low	131-295	132-100	0-125	0.3%	132-015
Close	132-110	132-235	0-125	0.3%	132-045
Range	0-160	0-150	-0-010	-6.3%	1-025
ATR	0-204	0-200	-0-004	-1.9%	0-000
Volume	924,123	1,027,376	103,253	11.2%	5,899,425

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-005	133-270	132-318
R3	133-175	133-120	132-276
R2	133-025	133-025	132-262
R1	132-290	132-290	132-249	132-318
PP	132-195	132-195	132-195	132-209
S1	132-140	132-140	132-221	132-168
S2	132-045	132-045	132-208
S3	131-215	131-310	132-194
S4	131-065	131-160	132-152

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-215	134-315	132-235
R3	134-190	133-290	132-140
R2	133-165	133-165	132-108
R1	132-265	132-265	132-077	132-202
PP	132-140	132-140	132-140	132-109
S1	131-240	131-240	132-013	131-178
S2	131-115	131-115	131-302
S3	130-090	130-215	131-270
S4	129-065	129-190	131-175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-030	131-255	1-095	1.0%	0-194	0.5%	72%	False	False	1,072,225
10	133-045	131-255	1-110	1.0%	0-190	0.4%	70%	False	False	1,152,321
20	133-045	131-195	1-170	1.2%	0-189	0.4%	73%	False	False	1,095,474
40	134-075	130-215	3-180	2.7%	0-221	0.5%	58%	False	False	1,210,870
60	134-075	129-055	5-020	3.8%	0-200	0.5%	70%	False	False	1,107,570
80	134-075	128-285	5-110	4.0%	0-188	0.4%	72%	False	False	832,746
100	134-075	128-140	5-255	4.4%	0-167	0.4%	74%	False	False	666,350
120	134-075	127-310	6-085	4.7%	0-140	0.3%	76%	False	False	555,291

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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-248
2.618	134-003
1.618	133-173
1.000	133-080
0.618	133-023
HIGH	132-250
0.618	132-193
0.500	132-175
0.382	132-157
LOW	132-100
0.618	132-007
1.000	131-270
1.618	131-177
2.618	131-027
4.250	130-102

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	132-215	132-188
PP	132-195	132-140
S1	132-175	132-092

Download as Excel Spreadsheet

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

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