ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 07-Apr-2016

Day Change Summary
	Previous	Current
	06-Apr-2016	07-Apr-2016	Change	Change %	Previous Week
Open	130-195	130-255	0-060	0.1%	128-310
High	130-240	131-075	0-155	0.4%	130-090
Low	130-160	130-255	0-095	0.2%	128-245
Close	130-195	131-070	0-195	0.5%	130-060
Range	0-080	0-140	0-060	75.0%	1-165
ATR	0-116	0-122	0-006	5.2%	0-000
Volume	2,609	2,936	327	12.5%	619

Daily Pivots for day following 07-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-127	132-078	131-147
R3	131-307	131-258	131-109
R2	131-167	131-167	131-096
R1	131-118	131-118	131-083	131-143
PP	131-027	131-027	131-027	131-039
S1	130-298	130-298	131-057	131-003
S2	130-207	130-207	131-044
S3	130-067	130-158	131-032
S4	129-247	130-018	130-313

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-093	133-242	131-007
R3	132-248	132-077	130-193
R2	131-083	131-083	130-149
R1	130-232	130-232	130-104	130-318
PP	129-238	129-238	129-238	129-281
S1	129-067	129-067	130-016	129-152
S2	128-073	128-073	129-291
S3	126-228	127-222	129-247
S4	125-063	126-057	129-113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-075	130-005	1-070	0.9%	0-083	0.2%	99%	True	False	1,183
10	131-075	128-245	2-150	1.9%	0-086	0.2%	99%	True	False	653
20	131-075	127-310	3-085	2.5%	0-059	0.1%	100%	True	False	336
40	131-075	127-310	3-085	2.5%	0-031	0.1%	100%	True	False	168
60	131-075	126-175	4-220	3.6%	0-021	0.0%	100%	True	False	112
80	131-075	124-115	6-280	5.2%	0-015	0.0%	100%	True	False	84

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	0-016
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	133-030
2.618	132-122
1.618	131-302
1.000	131-215
0.618	131-162
HIGH	131-075
0.618	131-022
0.500	131-005
0.382	130-308
LOW	130-255
0.618	130-168
1.000	130-115
1.618	130-028
2.618	129-208
4.250	128-300

Fisher Pivots for day following 07-Apr-2016
Pivot	1 day	3 day
R1	131-048	131-033
PP	131-027	130-315
S1	131-005	130-278

Download as Excel Spreadsheet

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

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