ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	129-150	129-265	0-115	0.3%	129-230
High	129-290	129-290	0-000	0.0%	129-300
Low	129-140	129-150	0-010	0.0%	129-105
Close	129-285	129-255	-0-030	-0.1%	129-255
Range	0-150	0-140	-0-010	-6.7%	0-195
ATR	0-158	0-157	-0-001	-0.8%	0-000
Volume	1,737,088	939,608	-797,480	-45.9%	7,404,062

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-012	130-273	130-012
R3	130-192	130-133	129-294
R2	130-052	130-052	129-281
R1	129-313	129-313	129-268	129-272
PP	129-232	129-232	129-232	129-211
S1	129-173	129-173	129-242	129-132
S2	129-092	129-092	129-229
S3	128-272	129-033	129-216
S4	128-132	128-213	129-178

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-165	131-085	130-042
R3	130-290	130-210	129-309
R2	130-095	130-095	129-291
R1	130-015	130-015	129-273	130-055
PP	129-220	129-220	129-220	129-240
S1	129-140	129-140	129-237	129-180
S2	129-025	129-025	129-219
S3	128-150	128-265	129-201
S4	127-275	128-070	129-148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-300	129-105	0-195	0.5%	0-129	0.3%	77%	False	False	1,480,812
10	131-035	129-100	1-255	1.4%	0-154	0.4%	27%	False	False	1,390,879
20	131-065	129-100	1-285	1.5%	0-160	0.4%	26%	False	False	1,269,408
40	131-095	129-020	2-075	1.7%	0-158	0.4%	33%	False	False	1,159,030
60	131-095	128-015	3-080	2.5%	0-169	0.4%	54%	False	False	1,124,248
80	132-205	128-015	4-190	3.5%	0-185	0.4%	38%	False	False	991,193
100	132-205	126-000	6-205	5.1%	0-180	0.4%	57%	False	False	794,154

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-245
2.618	131-017
1.618	130-197
1.000	130-110
0.618	130-057
HIGH	129-290
0.618	129-237
0.500	129-220
0.382	129-203
LOW	129-150
0.618	129-063
1.000	129-010
1.618	128-243
2.618	128-103
4.250	127-195

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	129-243	129-236
PP	129-232	129-217
S1	129-220	129-198

Download as Excel Spreadsheet

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

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