ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 11-May-2016

Day Change Summary
	Previous	Current
	10-May-2016	11-May-2016	Change	Change %	Previous Week
Open	130-240	130-210	-0-030	-0.1%	129-255
High	130-265	131-015	0-070	0.2%	131-045
Low	130-195	130-210	0-015	0.0%	129-165
Close	130-235	130-275	0-040	0.1%	130-150
Range	0-070	0-125	0-055	78.6%	1-200
ATR	0-145	0-144	-0-001	-1.0%	0-000
Volume	2,329	7,902	5,573	239.3%	46,136

Daily Pivots for day following 11-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-008	131-267	131-024
R3	131-203	131-142	130-309
R2	131-078	131-078	130-298
R1	131-017	131-017	130-286	131-048
PP	130-273	130-273	130-273	130-289
S1	130-212	130-212	130-264	130-243
S2	130-148	130-148	130-252
S3	130-023	130-087	130-241
S4	129-218	129-282	130-206

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	130-055	0-310	0.7%	0-152	0.4%	71%	False	False	8,103
10	131-045	129-160	1-205	1.3%	0-158	0.4%	83%	False	False	7,270
20	131-045	128-285	2-080	1.7%	0-138	0.3%	88%	False	False	4,843
40	131-075	128-140	2-255	2.1%	0-106	0.3%	87%	False	False	2,709
60	131-075	127-310	3-085	2.5%	0-072	0.2%	89%	False	False	1,806
80	131-075	127-045	4-030	3.1%	0-054	0.1%	91%	False	False	1,354
100	131-075	124-115	6-280	5.3%	0-043	0.1%	95%	False	False	1,083

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	0-037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-226
2.618	132-022
1.618	131-217
1.000	131-140
0.618	131-092
HIGH	131-015
0.618	130-287
0.500	130-273
0.382	130-258
LOW	130-210
0.618	130-133
1.000	130-085
1.618	130-008
2.618	129-203
4.250	128-319

Fisher Pivots for day following 11-May-2016
Pivot	1 day	3 day
R1	130-274	130-260
PP	130-273	130-245
S1	130-273	130-230

Download as Excel Spreadsheet

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

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