ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 26-May-2016

Day Change Summary
	Previous	Current
	25-May-2016	26-May-2016	Change	Change %	Previous Week
Open	129-135	129-120	-0-015	0.0%	131-000
High	129-175	129-265	0-090	0.2%	131-020
Low	129-070	129-110	0-040	0.1%	129-060
Close	129-120	129-260	0-140	0.3%	129-190
Range	0-105	0-155	0-050	47.6%	1-280
ATR	0-149	0-150	0-000	0.3%	0-000
Volume	1,361,021	1,231,507	-129,514	-9.5%	397,036

Daily Pivots for day following 26-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-037	130-303	130-025
R3	130-202	130-148	129-303
R2	130-047	130-047	129-288
R1	129-313	129-313	129-274	130-020
PP	129-212	129-212	129-212	129-225
S1	129-158	129-158	129-246	129-185
S2	129-057	129-057	129-232
S3	128-222	129-003	129-217
S4	128-067	128-168	129-175

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	129-070	0-195	0.5%	0-125	0.3%	97%	True	False	802,916
10	131-020	129-060	1-280	1.4%	0-158	0.4%	33%	False	False	437,621
20	131-045	129-060	1-305	1.5%	0-157	0.4%	32%	False	False	223,027
40	131-075	128-285	2-110	1.8%	0-130	0.3%	39%	False	False	112,473
60	131-075	127-310	3-085	2.5%	0-100	0.2%	56%	False	False	74,995
80	131-075	127-310	3-085	2.5%	0-076	0.2%	56%	False	False	56,246
100	131-075	124-285	6-110	4.9%	0-060	0.1%	78%	False	False	44,997
120	131-075	124-075	7-000	5.4%	0-050	0.1%	80%	False	False	37,497

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-284
2.618	131-031
1.618	130-196
1.000	130-100
0.618	130-041
HIGH	129-265
0.618	129-206
0.500	129-188
0.382	129-169
LOW	129-110
0.618	129-014
1.000	128-275
1.618	128-179
2.618	128-024
4.250	127-091

Fisher Pivots for day following 26-May-2016
Pivot	1 day	3 day
R1	129-236	129-229
PP	129-212	129-198
S1	129-188	129-168

Download as Excel Spreadsheet

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

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