ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	129-120	129-240	0-120	0.3%	129-205
High	129-265	129-265	0-000	0.0%	129-265
Low	129-110	129-110	0-000	0.0%	129-070
Close	129-260	129-225	-0-035	-0.1%	129-225
Range	0-155	0-155	0-000	0.0%	0-195
ATR	0-150	0-150	0-000	0.2%	0-000
Volume	1,231,507	841,253	-390,254	-31.7%	4,796,847

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-025	130-280	129-310
R3	130-190	130-125	129-268
R2	130-035	130-035	129-253
R1	129-290	129-290	129-239	129-245
PP	129-200	129-200	129-200	129-178
S1	129-135	129-135	129-211	129-090
S2	129-045	129-045	129-197
S3	128-210	128-300	129-182
S4	128-055	128-145	129-140

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-132	131-053	130-012
R3	130-257	130-178	129-279
R2	130-062	130-062	129-261
R1	129-303	129-303	129-243	130-022
PP	129-187	129-187	129-187	129-206
S1	129-108	129-108	129-207	129-148
S2	128-312	128-312	129-189
S3	128-117	128-233	129-171
S4	127-242	128-038	129-118

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%	0-136	0.3%	79%	True	False	959,369
10	131-020	129-060	1-280	1.4%	0-160	0.4%	28%	False	False	519,388
20	131-045	129-060	1-305	1.5%	0-158	0.4%	26%	False	False	264,937
40	131-075	128-285	2-110	1.8%	0-132	0.3%	35%	False	False	133,504
60	131-075	127-310	3-085	2.5%	0-102	0.2%	53%	False	False	89,016
80	131-075	127-310	3-085	2.5%	0-077	0.2%	53%	False	False	66,762
100	131-075	125-170	5-225	4.4%	0-062	0.1%	73%	False	False	53,410
120	131-075	124-115	6-280	5.3%	0-052	0.1%	78%	False	False	44,508

Crabel Price Patterns
NR	False
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	0-035

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 27-May-2016
Pivot	1 day	3 day
R1	129-212	129-206
PP	129-200	129-187
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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