ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 04-Jan-2016

Day Change Summary
	Previous	Current
	31-Dec-2015	04-Jan-2016	Change	Change %	Previous Week
Open	124-210	124-260	0-050	0.1%	125-005
High	124-210	124-260	0-050	0.1%	125-005
Low	124-210	124-260	0-050	0.1%	124-115
Close	124-210	124-260	0-050	0.1%	124-210
Range
ATR	0-114	0-109	-0-005	-4.0%	0-000
Volume

Daily Pivots for day following 04-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-260	124-260	124-260
R3	124-260	124-260	124-260
R2	124-260	124-260	124-260
R1	124-260	124-260	124-260	124-260
PP	124-260	124-260	124-260	124-260
S1	124-260	124-260	124-260	124-260
S2	124-260	124-260	124-260
S3	124-260	124-260	124-260
S4	124-260	124-260	124-260

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-207	126-098	125-006
R3	125-317	125-208	124-268
R2	125-107	125-107	124-249
R1	124-318	124-318	124-229	124-268
PP	124-217	124-217	124-217	124-191
S1	124-108	124-108	124-191	124-058
S2	124-007	124-007	124-172
S3	123-117	123-218	124-152
S4	122-227	123-008	124-095

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-005	124-115	0-210	0.5%	0-000	0.0%	69%	False	False
10	125-100	124-115	0-305	0.8%	0-000	0.0%	48%	False	False
20	125-290	124-075	1-215	1.3%	0-000	0.0%	35%	False	False

Crabel Price Patterns
NR	False
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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000

Fibonacci Retracements and Extensions
4.250	124-260
2.618	124-260
1.618	124-260
1.000	124-260
0.618	124-260
HIGH	124-260
0.618	124-260
0.500	124-260
0.382	124-260
LOW	124-260
0.618	124-260
1.000	124-260
1.618	124-260
2.618	124-260
4.250	124-260

Fisher Pivots for day following 04-Jan-2016
Pivot	1 day	3 day
R1	124-260	124-236
PP	124-260	124-212
S1	124-260	124-188

Download as Excel Spreadsheet

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

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