ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	131-165	131-040	-0-125	-0.3%	132-255
High	131-300	131-180	-0-120	-0.3%	132-255
Low	131-095	130-280	-0-135	-0.3%	130-280
Close	131-145	130-305	-0-160	-0.4%	130-305
Range	0-205	0-220	0-015	7.3%	1-295
ATR	0-175	0-178	0-003	1.8%	0-000
Volume	372	404	32	8.6%	4,037

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-062	132-243	131-106
R3	132-162	132-023	131-045
R2	131-262	131-262	131-025
R1	131-123	131-123	131-005	131-082
PP	131-042	131-042	131-042	131-021
S1	130-223	130-223	130-285	130-182
S2	130-142	130-142	130-265
S3	129-242	130-003	130-244
S4	129-022	129-103	130-184

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	137-098	136-017	132-003
R3	135-123	134-042	131-154
R2	133-148	133-148	131-098
R1	132-067	132-067	131-041	131-280
PP	131-173	131-173	131-173	131-120
S1	130-092	130-092	130-249	129-305
S2	129-198	129-198	130-192
S3	127-223	128-117	130-136
S4	125-248	126-142	129-287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-255	130-280	1-295	1.5%	0-173	0.4%	4%	False	True	807
10	133-095	130-280	2-135	1.8%	0-154	0.4%	3%	False	True	829
20	133-095	130-015	3-080	2.5%	0-164	0.4%	28%	False	False	423
40	133-095	128-240	4-175	3.5%	0-094	0.2%	48%	False	False	212
60	133-095	128-045	5-050	3.9%	0-063	0.2%	55%	False	False	141
80	133-095	128-045	5-050	3.9%	0-047	0.1%	55%	False	False	106

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	0-028
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	134-155
2.618	133-116
1.618	132-216
1.000	132-080
0.618	131-316
HIGH	131-180
0.618	131-096
0.500	131-070
0.382	131-044
LOW	130-280
0.618	130-144
1.000	130-060
1.618	129-244
2.618	129-024
4.250	127-305

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	131-070	131-140
PP	131-042	131-088
S1	131-013	131-037

Download as Excel Spreadsheet

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

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