ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	129-240	129-125	-0-115	-0.3%	129-205
High	129-265	129-225	-0-040	-0.1%	129-265
Low	129-110	129-055	-0-055	-0.1%	129-070
Close	129-225	129-220	-0-005	0.0%	129-225
Range	0-155	0-170	0-015	9.7%	0-195
ATR	0-150	0-152	0-001	0.9%	0-000
Volume	841,253	1,507,115	665,862	79.2%	4,796,847

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-037	130-298	129-314
R3	130-187	130-128	129-267
R2	130-017	130-017	129-251
R1	129-278	129-278	129-236	129-308
PP	129-167	129-167	129-167	129-181
S1	129-108	129-108	129-204	129-138
S2	128-317	128-317	129-189
S3	128-147	128-258	129-173
S4	127-297	128-088	129-126

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	129-055	0-210	0.5%	0-149	0.4%	79%	False	True	1,186,575
10	130-180	129-055	1-125	1.1%	0-157	0.4%	37%	False	True	666,737
20	131-045	129-055	1-310	1.5%	0-159	0.4%	26%	False	True	339,891
40	131-075	128-285	2-110	1.8%	0-135	0.3%	34%	False	False	171,181
60	131-075	127-310	3-085	2.5%	0-105	0.3%	53%	False	False	114,135
80	131-075	127-310	3-085	2.5%	0-080	0.2%	53%	False	False	85,601
100	131-075	125-255	5-140	4.2%	0-064	0.2%	72%	False	False	68,481
120	131-075	124-115	6-280	5.3%	0-053	0.1%	77%	False	False	57,067

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	131-308
2.618	131-030
1.618	130-180
1.000	130-075
0.618	130-010
HIGH	129-225
0.618	129-160
0.500	129-140
0.382	129-120
LOW	129-055
0.618	128-270
1.000	128-205
1.618	128-100
2.618	127-250
4.250	126-292

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	129-193	129-200
PP	129-167	129-180
S1	129-140	129-160

Download as Excel Spreadsheet

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

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