ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 25-May-2016

Day Change Summary
	Previous	Current
	24-May-2016	25-May-2016	Change	Change %	Previous Week
Open	129-225	129-135	-0-090	-0.2%	131-000
High	129-255	129-175	-0-080	-0.2%	131-020
Low	129-095	129-070	-0-025	-0.1%	129-060
Close	129-150	129-120	-0-030	-0.1%	129-190
Range	0-160	0-105	-0-055	-34.4%	1-280
ATR	0-153	0-149	-0-003	-2.2%	0-000
Volume	991,983	1,361,021	369,038	37.2%	397,036

Daily Pivots for day following 25-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-117	130-063	129-178
R3	130-012	129-278	129-149
R2	129-227	129-227	129-139
R1	129-173	129-173	129-130	129-148
PP	129-122	129-122	129-122	129-109
S1	129-068	129-068	129-110	129-042
S2	129-017	129-017	129-101
S3	128-232	128-283	129-091
S4	128-127	128-178	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	129-265	129-060	0-205	0.5%	0-125	0.3%	29%	False	False	583,965
10	131-020	129-060	1-280	1.4%	0-157	0.4%	10%	False	False	315,986
20	131-045	129-060	1-305	1.5%	0-158	0.4%	10%	False	False	161,628
40	131-075	128-285	2-110	1.8%	0-128	0.3%	21%	False	False	81,686
60	131-075	127-310	3-085	2.5%	0-098	0.2%	43%	False	False	54,470
80	131-075	127-310	3-085	2.5%	0-074	0.2%	43%	False	False	40,853
100	131-075	124-260	6-135	5.0%	0-059	0.1%	71%	False	False	32,682
120	131-075	123-275	7-120	5.7%	0-049	0.1%	75%	False	False	27,235

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-032
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-301
2.618	130-130
1.618	130-025
1.000	129-280
0.618	129-240
HIGH	129-175
0.618	129-135
0.500	129-122
0.382	129-110
LOW	129-070
0.618	129-005
1.000	128-285
1.618	128-220
2.618	128-115
4.250	127-264

Fisher Pivots for day following 25-May-2016
Pivot	1 day	3 day
R1	129-122	129-167
PP	129-122	129-152
S1	129-121	129-136

Download as Excel Spreadsheet

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

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