ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 16-May-2016

Day Change Summary
	Previous	Current
	13-May-2016	16-May-2016	Change	Change %	Previous Week
Open	130-170	131-000	0-150	0.4%	130-125
High	130-305	131-020	0-035	0.1%	131-015
Low	130-165	130-145	-0-020	0.0%	130-125
Close	130-300	130-150	-0-150	-0.4%	130-300
Range	0-140	0-195	0-055	39.3%	0-210
ATR	0-143	0-147	0-004	2.6%	0-000
Volume	23,580	33,624	10,044	42.6%	58,721

Daily Pivots for day following 16-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-157	132-028	130-257
R3	131-282	131-153	130-204
R2	131-087	131-087	130-186
R1	130-278	130-278	130-168	130-245
PP	130-212	130-212	130-212	130-195
S1	130-083	130-083	130-132	130-050
S2	130-017	130-017	130-114
S3	129-142	129-208	130-096
S4	128-267	129-013	130-043

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-243	132-162	131-096
R3	132-033	131-272	131-038
R2	131-143	131-143	131-019
R1	131-062	131-062	130-319	131-103
PP	130-253	130-253	130-253	130-274
S1	130-172	130-172	130-281	130-212
S2	130-043	130-043	130-261
S3	129-153	129-282	130-242
S4	128-263	129-072	130-184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-020	130-145	0-195	0.5%	0-134	0.3%	3%	True	True	16,519
10	131-045	129-185	1-180	1.2%	0-161	0.4%	57%	False	False	13,045
20	131-045	128-285	2-080	1.7%	0-150	0.4%	70%	False	False	8,272
40	131-075	128-140	2-255	2.1%	0-116	0.3%	73%	False	False	4,518
60	131-075	127-310	3-085	2.5%	0-080	0.2%	77%	False	False	3,012
80	131-075	127-050	4-025	3.1%	0-060	0.1%	81%	False	False	2,259
100	131-075	124-115	6-280	5.3%	0-048	0.1%	89%	False	False	1,807

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133-209
2.618	132-211
1.618	132-016
1.000	131-215
0.618	131-141
HIGH	131-020
0.618	130-266
0.500	130-242
0.382	130-219
LOW	130-145
0.618	130-024
1.000	129-270
1.618	129-149
2.618	128-274
4.250	127-276

Fisher Pivots for day following 16-May-2016
Pivot	1 day	3 day
R1	130-242	130-242
PP	130-212	130-212
S1	130-181	130-181

Download as Excel Spreadsheet

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

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