ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 01-Jun-2016

Day Change Summary
	Previous	Current
	31-May-2016	01-Jun-2016	Change	Change %	Previous Week
Open	129-125	129-175	0-050	0.1%	129-205
High	129-225	129-300	0-075	0.2%	129-265
Low	129-055	129-155	0-100	0.2%	129-070
Close	129-220	129-175	-0-045	-0.1%	129-225
Range	0-170	0-145	-0-025	-14.7%	0-195
ATR	0-152	0-151	0-000	-0.3%	0-000
Volume	1,507,115	1,246,918	-260,197	-17.3%	4,796,847

Daily Pivots for day following 01-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-005	130-235	129-255
R3	130-180	130-090	129-215
R2	130-035	130-035	129-202
R1	129-265	129-265	129-188	129-248
PP	129-210	129-210	129-210	129-201
S1	129-120	129-120	129-162	129-102
S2	129-065	129-065	129-148
S3	128-240	128-295	129-135
S4	128-095	128-150	129-095

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	129-300	129-055	0-245	0.6%	0-146	0.4%	49%	True	False	1,237,562
10	130-100	129-055	1-045	0.9%	0-161	0.4%	33%	False	False	787,490
20	131-045	129-055	1-310	1.5%	0-154	0.4%	19%	False	False	401,676
40	131-075	128-285	2-110	1.8%	0-137	0.3%	28%	False	False	202,346
60	131-075	127-310	3-085	2.5%	0-108	0.3%	48%	False	False	134,917
80	131-075	127-310	3-085	2.5%	0-081	0.2%	48%	False	False	101,188
100	131-075	126-020	5-055	4.0%	0-065	0.2%	67%	False	False	80,950
120	131-075	124-115	6-280	5.3%	0-054	0.1%	75%	False	False	67,458

Crabel Price Patterns
NR	True
NR4	True
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	0-038
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-276
2.618	131-040
1.618	130-215
1.000	130-125
0.618	130-070
HIGH	129-300
0.618	129-245
0.500	129-228
0.382	129-210
LOW	129-155
0.618	129-065
1.000	129-010
1.618	128-240
2.618	128-095
4.250	127-179

Fisher Pivots for day following 01-Jun-2016
Pivot	1 day	3 day
R1	129-228	129-178
PP	129-210	129-177
S1	129-192	129-176

Download as Excel Spreadsheet

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

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