ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 25-May-2016

Day Change Summary
	Previous	Current
	24-May-2016	25-May-2016	Change	Change %	Previous Week
Open	129-250	129-170	-0-080	-0.2%	131-010
High	129-285	129-195	-0-090	-0.2%	131-035
Low	129-125	129-105	-0-020	0.0%	129-100
Close	129-180	129-150	-0-030	-0.1%	129-225
Range	0-160	0-090	-0-070	-43.8%	1-255
ATR	0-164	0-159	-0-005	-3.2%	0-000
Volume	1,721,686	1,980,645	258,959	15.0%	6,504,728

Daily Pivots for day following 25-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-100	130-055	129-200
R3	130-010	129-285	129-175
R2	129-240	129-240	129-166
R1	129-195	129-195	129-158	129-172
PP	129-150	129-150	129-150	129-139
S1	129-105	129-105	129-142	129-082
S2	129-060	129-060	129-134
S3	128-290	129-015	129-125
S4	128-200	128-245	129-100

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-138	134-117	130-221
R3	133-203	132-182	130-063
R2	131-268	131-268	130-010
R1	130-247	130-247	129-278	130-130
PP	130-013	130-013	130-013	129-275
S1	128-312	128-312	129-172	128-195
S2	128-078	128-078	129-120
S3	126-143	127-057	129-067
S4	124-208	125-122	128-229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-300	129-100	0-200	0.5%	0-120	0.3%	25%	False	False	1,453,023
10	131-035	129-100	1-255	1.4%	0-152	0.4%	9%	False	False	1,370,034
20	131-065	129-100	1-285	1.5%	0-162	0.4%	8%	False	False	1,284,297
40	131-095	129-020	2-075	1.7%	0-159	0.4%	18%	False	False	1,152,455
60	131-095	128-015	3-080	2.5%	0-170	0.4%	44%	False	False	1,122,956
80	132-205	128-015	4-190	3.5%	0-188	0.5%	31%	False	False	958,280

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	0-034
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	130-258
2.618	130-111
1.618	130-021
1.000	129-285
0.618	129-251
HIGH	129-195
0.618	129-161
0.500	129-150
0.382	129-139
LOW	129-105
0.618	129-049
1.000	129-015
1.618	128-279
2.618	128-189
4.250	128-042

Fisher Pivots for day following 25-May-2016
Pivot	1 day	3 day
R1	129-150	129-202
PP	129-150	129-185
S1	129-150	129-168

Download as Excel Spreadsheet

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

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