ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	129-175	129-190	0-015	0.0%	129-205
High	129-300	129-315	0-015	0.0%	129-265
Low	129-155	129-180	0-025	0.1%	129-070
Close	129-175	129-280	0-105	0.3%	129-225
Range	0-145	0-135	-0-010	-6.9%	0-195
ATR	0-151	0-150	-0-001	-0.5%	0-000
Volume	1,246,918	1,102,804	-144,114	-11.6%	4,796,847

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-023	130-287	130-034
R3	130-208	130-152	129-317
R2	130-073	130-073	129-305
R1	130-017	130-017	129-292	130-045
PP	129-258	129-258	129-258	129-272
S1	129-202	129-202	129-268	129-230
S2	129-123	129-123	129-255
S3	128-308	129-067	129-243
S4	128-173	128-252	129-206

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	129-315	129-055	0-260	0.6%	0-152	0.4%	87%	True	False	1,185,919
10	129-315	129-055	0-260	0.6%	0-138	0.3%	87%	True	False	884,942
20	131-045	129-055	1-310	1.5%	0-154	0.4%	36%	False	False	456,498
40	131-075	128-285	2-110	1.8%	0-139	0.3%	42%	False	False	229,851
60	131-075	127-310	3-085	2.5%	0-110	0.3%	58%	False	False	153,297
80	131-075	127-310	3-085	2.5%	0-083	0.2%	58%	False	False	114,973
100	131-075	126-020	5-055	4.0%	0-066	0.2%	74%	False	False	91,978
120	131-075	124-115	6-280	5.3%	0-055	0.1%	80%	False	False	76,648

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-036
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	131-249
2.618	131-028
1.618	130-213
1.000	130-130
0.618	130-078
HIGH	129-315
0.618	129-263
0.500	129-248
0.382	129-232
LOW	129-180
0.618	129-097
1.000	129-045
1.618	128-282
2.618	128-147
4.250	127-246

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	129-269	129-248
PP	129-258	129-217
S1	129-248	129-185

Download as Excel Spreadsheet

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

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