ECBOT 10 Year T-Note Future September 2016

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

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	131-215	132-105	0-210	0.5%	131-120
High	132-115	132-155	0-040	0.1%	132-085
Low	131-180	132-070	0-210	0.5%	131-095
Close	132-095	132-095	0-000	0.0%	131-230
Range	0-255	0-085	-0-170	-66.7%	0-310
ATR	0-194	0-186	-0-008	-4.0%	0-000
Volume	46,677	57,778	11,101	23.8%	3,128,259

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-042	132-313	132-142
R3	132-277	132-228	132-118
R2	132-192	132-192	132-111
R1	132-143	132-143	132-103	132-125
PP	132-107	132-107	132-107	132-098
S1	132-058	132-058	132-087	132-040
S2	132-022	132-022	132-079
S3	131-257	131-293	132-072
S4	131-172	131-208	132-048

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-213	134-052	132-080
R3	133-223	133-062	131-315
R2	132-233	132-233	131-287
R1	132-072	132-072	131-258	132-152
PP	131-243	131-243	131-243	131-284
S1	131-082	131-082	131-202	131-162
S2	130-253	130-253	131-173
S3	129-263	130-092	131-145
S4	128-273	129-102	131-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-155	131-125	1-030	0.8%	0-182	0.4%	83%	True	False	120,868
10	132-155	131-095	1-060	0.9%	0-176	0.4%	84%	True	False	935,635
20	132-290	131-095	1-195	1.2%	0-184	0.4%	62%	False	False	989,825
40	133-045	131-095	1-270	1.4%	0-187	0.4%	54%	False	False	1,047,004
60	134-075	130-215	3-180	2.7%	0-209	0.5%	46%	False	False	1,146,724
80	134-075	129-055	5-020	3.8%	0-197	0.5%	62%	False	False	1,065,712
100	134-075	128-285	5-110	4.0%	0-187	0.4%	64%	False	False	853,899
120	134-075	128-140	5-255	4.4%	0-168	0.4%	67%	False	False	711,701

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-056
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	133-196
2.618	133-058
1.618	132-293
1.000	132-240
0.618	132-208
HIGH	132-155
0.618	132-123
0.500	132-112
0.382	132-102
LOW	132-070
0.618	132-017
1.000	131-305
1.618	131-252
2.618	131-167
4.250	131-029

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	132-112	132-061
PP	132-107	132-027
S1	132-101	131-312

Download as Excel Spreadsheet

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

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