ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 12-Apr-2016

Day Change Summary
	Previous	Current
	11-Apr-2016	12-Apr-2016	Change	Change %	Previous Week
Open	131-020	130-220	-0-120	-0.3%	130-160
High	131-055	130-220	-0-155	-0.4%	131-075
Low	130-270	130-150	-0-120	-0.3%	130-110
Close	131-005	130-150	-0-175	-0.4%	131-000
Range	0-105	0-070	-0-035	-33.3%	0-285
ATR	0-120	0-124	0-004	3.3%	0-000
Volume	1,338	2,039	701	52.4%	6,255

Daily Pivots for day following 12-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-063	131-017	130-189
R3	130-313	130-267	130-169
R2	130-243	130-243	130-163
R1	130-197	130-197	130-156	130-185
PP	130-173	130-173	130-173	130-168
S1	130-127	130-127	130-144	130-115
S2	130-103	130-103	130-137
S3	130-033	130-057	130-131
S4	129-283	129-307	130-112

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-170	133-050	131-157
R3	132-205	132-085	131-078
R2	131-240	131-240	131-052
R1	131-120	131-120	131-026	131-180
PP	130-275	130-275	130-275	130-305
S1	130-155	130-155	130-294	130-215
S2	129-310	129-310	130-268
S3	129-025	129-190	130-242
S4	128-060	128-225	130-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-075	130-150	0-245	0.6%	0-093	0.2%	0%	False	True	1,856
10	131-075	129-265	1-130	1.1%	0-074	0.2%	46%	False	False	968
20	131-075	128-010	3-065	2.5%	0-071	0.2%	76%	False	False	522
40	131-075	127-310	3-085	2.5%	0-037	0.1%	77%	False	False	261
60	131-075	127-045	4-030	3.1%	0-025	0.1%	81%	False	False	174
80	131-075	124-115	6-280	5.3%	0-019	0.0%	89%	False	False	130

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	131-197
2.618	131-083
1.618	131-013
1.000	130-290
0.618	130-263
HIGH	130-220
0.618	130-193
0.500	130-185
0.382	130-177
LOW	130-150
0.618	130-107
1.000	130-080
1.618	130-037
2.618	129-287
4.250	129-173

Fisher Pivots for day following 12-Apr-2016
Pivot	1 day	3 day
R1	130-185	130-263
PP	130-173	130-225
S1	130-162	130-188

Download as Excel Spreadsheet

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

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