ECBOT 10 Year T-Note Future September 2016

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

Day Change Summary
	Previous	Current
	11-May-2016	12-May-2016	Change	Change %	Previous Week
Open	130-210	130-285	0-075	0.2%	129-255
High	131-015	130-285	-0-050	-0.1%	131-045
Low	130-210	130-145	-0-065	-0.2%	129-165
Close	130-275	130-170	-0-105	-0.3%	130-150
Range	0-125	0-140	0-015	12.0%	1-200
ATR	0-144	0-143	0-000	-0.2%	0-000
Volume	7,902	15,163	7,261	91.9%	46,136

Daily Pivots for day following 12-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-300	131-215	130-247
R3	131-160	131-075	130-209
R2	131-020	131-020	130-196
R1	130-255	130-255	130-183	130-228
PP	130-200	130-200	130-200	130-186
S1	130-115	130-115	130-157	130-088
S2	130-060	130-060	130-144
S3	129-240	129-295	130-132
S4	129-100	129-155	130-093

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	130-125	0-240	0.6%	0-141	0.3%	19%	False	False	9,261
10	131-045	129-165	1-200	1.2%	0-156	0.4%	63%	False	False	8,433
20	131-045	128-285	2-080	1.7%	0-143	0.3%	73%	False	False	5,521
40	131-075	128-140	2-255	2.1%	0-110	0.3%	75%	False	False	3,088
60	131-075	127-310	3-085	2.5%	0-074	0.2%	78%	False	False	2,059
80	131-075	127-050	4-025	3.1%	0-056	0.1%	83%	False	False	1,544
100	131-075	124-115	6-280	5.3%	0-045	0.1%	90%	False	False	1,235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132-240
2.618	132-012
1.618	131-192
1.000	131-105
0.618	131-052
HIGH	130-285
0.618	130-232
0.500	130-215
0.382	130-198
LOW	130-145
0.618	130-058
1.000	130-005
1.618	129-238
2.618	129-098
4.250	128-190

Fisher Pivots for day following 12-May-2016
Pivot	1 day	3 day
R1	130-215	130-240
PP	130-200	130-217
S1	130-185	130-193

Download as Excel Spreadsheet

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

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