ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 17-May-2016

Day Change Summary
	Previous	Current
	16-May-2016	17-May-2016	Change	Change %	Previous Week
Open	131-000	130-145	-0-175	-0.4%	130-125
High	131-020	130-180	-0-160	-0.4%	131-015
Low	130-145	130-070	-0-075	-0.2%	130-125
Close	130-150	130-115	-0-035	-0.1%	130-300
Range	0-195	0-110	-0-085	-43.6%	0-210
ATR	0-147	0-144	-0-003	-1.8%	0-000
Volume	33,624	39,389	5,765	17.1%	58,721

Daily Pivots for day following 17-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-132	131-073	130-175
R3	131-022	130-283	130-145
R2	130-232	130-232	130-135
R1	130-173	130-173	130-125	130-148
PP	130-122	130-122	130-122	130-109
S1	130-063	130-063	130-105	130-038
S2	130-012	130-012	130-095
S3	129-222	129-273	130-085
S4	129-112	129-163	130-055

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	130-070	0-270	0.6%	0-142	0.3%	17%	False	True	23,931
10	131-045	130-010	1-035	0.9%	0-147	0.4%	30%	False	False	15,862
20	131-045	128-285	2-080	1.7%	0-151	0.4%	65%	False	False	10,160
40	131-075	128-140	2-255	2.1%	0-117	0.3%	69%	False	False	5,503
60	131-075	127-310	3-085	2.5%	0-082	0.2%	73%	False	False	3,669
80	131-075	127-105	3-290	3.0%	0-061	0.1%	78%	False	False	2,751
100	131-075	124-115	6-280	5.3%	0-049	0.1%	87%	False	False	2,201

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	0-031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	132-007
2.618	131-148
1.618	131-038
1.000	130-290
0.618	130-248
HIGH	130-180
0.618	130-138
0.500	130-125
0.382	130-112
LOW	130-070
0.618	130-002
1.000	129-280
1.618	129-212
2.618	129-102
4.250	128-243

Fisher Pivots for day following 17-May-2016
Pivot	1 day	3 day
R1	130-125	130-205
PP	130-122	130-175
S1	130-118	130-145

Download as Excel Spreadsheet

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

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