ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 24-May-2016

Day Change Summary
	Previous	Current
	23-May-2016	24-May-2016	Change	Change %	Previous Week
Open	129-205	129-225	0-020	0.0%	131-000
High	129-265	129-255	-0-010	0.0%	131-020
Low	129-160	129-095	-0-065	-0.2%	129-060
Close	129-210	129-150	-0-060	-0.1%	129-190
Range	0-105	0-160	0-055	52.4%	1-280
ATR	0-152	0-153	0-001	0.4%	0-000
Volume	371,083	991,983	620,900	167.3%	397,036

Daily Pivots for day following 24-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-007	130-238	129-238
R3	130-167	130-078	129-194
R2	130-007	130-007	129-179
R1	129-238	129-238	129-165	129-202
PP	129-167	129-167	129-167	129-149
S1	129-078	129-078	129-135	129-042
S2	129-007	129-007	129-121
S3	128-167	128-238	129-106
S4	128-007	128-078	129-062

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-183	134-147	130-200
R3	133-223	132-187	130-035
R2	131-263	131-263	129-300
R1	130-227	130-227	129-245	130-105
PP	129-303	129-303	129-303	129-243
S1	128-267	128-267	129-135	128-145
S2	128-023	128-023	129-080
S3	126-063	126-307	129-025
S4	124-103	125-027	128-180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-100	129-060	1-040	0.9%	0-176	0.4%	25%	False	False	337,417
10	131-020	129-060	1-280	1.4%	0-159	0.4%	15%	False	False	180,674
20	131-045	129-040	2-005	1.6%	0-162	0.4%	17%	False	False	93,964
40	131-075	128-285	2-110	1.8%	0-126	0.3%	25%	False	False	47,661
60	131-075	127-310	3-085	2.5%	0-096	0.2%	46%	False	False	31,787
80	131-075	127-310	3-085	2.5%	0-072	0.2%	46%	False	False	23,840
100	131-075	124-210	6-185	5.1%	0-058	0.1%	73%	False	False	19,072
120	131-075	123-275	7-120	5.7%	0-048	0.1%	76%	False	False	15,893

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	0-028
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-295
2.618	131-034
1.618	130-194
1.000	130-095
0.618	130-034
HIGH	129-255
0.618	129-194
0.500	129-175
0.382	129-156
LOW	129-095
0.618	128-316
1.000	128-255
1.618	128-156
2.618	127-316
4.250	127-055

Fisher Pivots for day following 24-May-2016
Pivot	1 day	3 day
R1	129-175	129-180
PP	129-167	129-170
S1	129-158	129-160

Download as Excel Spreadsheet

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

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