ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 06-May-2016

Day Change Summary
	Previous	Current
	05-May-2016	06-May-2016	Change	Change %	Previous Week
Open	130-130	130-210	0-080	0.2%	129-255
High	130-250	131-045	0-115	0.3%	131-045
Low	130-055	130-130	0-075	0.2%	129-165
Close	130-215	130-150	-0-065	-0.2%	130-150
Range	0-195	0-235	0-040	20.5%	1-200
ATR	0-146	0-152	0-006	4.4%	0-000
Volume	9,370	11,168	1,798	19.2%	46,136

Daily Pivots for day following 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-280	132-130	130-279
R3	132-045	131-215	130-215
R2	131-130	131-130	130-193
R1	130-300	130-300	130-172	130-258
PP	130-215	130-215	130-215	130-194
S1	130-065	130-065	130-128	130-023
S2	129-300	129-300	130-107
S3	129-065	129-150	130-085
S4	128-150	128-235	130-021

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-080	134-155	131-116
R3	133-200	132-275	130-293
R2	132-000	132-000	130-245
R1	131-075	131-075	130-198	131-198
PP	130-120	130-120	130-120	130-181
S1	129-195	129-195	130-102	129-318
S2	128-240	128-240	130-055
S3	127-040	127-315	130-007
S4	125-160	126-115	129-184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-045	129-165	1-200	1.2%	0-192	0.5%	59%	True	False	9,227
10	131-045	128-285	2-080	1.7%	0-162	0.4%	70%	True	False	6,601
20	131-055	128-285	2-090	1.7%	0-134	0.3%	69%	False	False	4,066
40	131-075	127-310	3-085	2.5%	0-098	0.2%	77%	False	False	2,210
60	131-075	127-310	3-085	2.5%	0-066	0.2%	77%	False	False	1,473
80	131-075	126-175	4-220	3.6%	0-050	0.1%	84%	False	False	1,105
100	131-075	124-115	6-280	5.3%	0-040	0.1%	89%	False	False	884

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	0-040
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-084
2.618	133-020
1.618	132-105
1.000	131-280
0.618	131-190
HIGH	131-045
0.618	130-275
0.500	130-248
0.382	130-220
LOW	130-130
0.618	129-305
1.000	129-215
1.618	129-070
2.618	128-155
4.250	127-091

Fisher Pivots for day following 06-May-2016
Pivot	1 day	3 day
R1	130-248	130-188
PP	130-215	130-175
S1	130-183	130-163

Download as Excel Spreadsheet

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

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