ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 20-Jun-2016

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	132-025	131-125	-0-220	-0.5%	131-190
High	132-025	131-170	-0-175	-0.4%	132-175
Low	131-240	131-045	-0-195	-0.5%	131-155
Close	131-245	131-125	-0-120	-0.3%	131-245
Range	0-105	0-125	0-020	19.0%	1-020
ATR	0-153	0-156	0-003	2.2%	0-000
Volume	13,688	5,491	-8,197	-59.9%	102,505

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-168	132-112	131-194
R3	132-043	131-307	131-159
R2	131-238	131-238	131-148
R1	131-182	131-182	131-136	131-188
PP	131-113	131-113	131-113	131-116
S1	131-057	131-057	131-114	131-062
S2	130-308	130-308	131-102
S3	130-183	130-252	131-091
S4	130-058	130-127	131-056

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-038	134-162	132-112
R3	134-018	133-142	132-018
R2	132-318	132-318	131-307
R1	132-122	132-122	131-276	132-220
PP	131-298	131-298	131-298	132-028
S1	131-102	131-102	131-214	131-200
S2	130-278	130-278	131-183
S3	129-258	130-082	131-152
S4	128-238	129-062	131-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-175	131-045	1-130	1.1%	0-154	0.4%	18%	False	True	18,285
10	132-175	130-215	1-280	1.4%	0-131	0.3%	38%	False	False	18,052
20	132-175	129-095	3-080	2.5%	0-143	0.3%	64%	False	False	416,743
40	132-175	129-020	3-155	2.7%	0-156	0.4%	67%	False	False	810,977
60	132-175	128-310	3-185	2.7%	0-157	0.4%	68%	False	False	871,739
80	132-175	128-015	4-160	3.4%	0-165	0.4%	74%	False	False	937,889
100	132-205	128-010	4-195	3.5%	0-180	0.4%	73%	False	False	803,006

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-061
2.618	132-177
1.618	132-052
1.000	131-295
0.618	131-247
HIGH	131-170
0.618	131-122
0.500	131-108
0.382	131-093
LOW	131-045
0.618	130-288
1.000	130-240
1.618	130-163
2.618	130-038
4.250	129-154

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	131-119	131-270
PP	131-113	131-222
S1	131-108	131-173

Download as Excel Spreadsheet

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

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