ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	129-295	130-310	1-015	0.8%	129-125
High	131-020	131-020	0-000	0.0%	131-020
Low	129-270	130-200	0-250	0.6%	129-055
Close	130-310	130-280	-0-030	-0.1%	130-310
Range	1-070	0-140	-0-250	-64.1%	1-285
ATR	0-167	0-165	-0-002	-1.2%	0-000
Volume	1,642,334	1,079,765	-562,569	-34.3%	5,499,171

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-053	131-307	131-037
R3	131-233	131-167	130-318
R2	131-093	131-093	130-306
R1	131-027	131-027	130-293	130-310
PP	130-273	130-273	130-273	130-255
S1	130-207	130-207	130-267	130-170
S2	130-133	130-133	130-254
S3	129-313	130-067	130-242
S4	129-173	129-247	130-203

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	136-023	135-132	132-003
R3	134-058	133-167	131-156
R2	132-093	132-093	131-101
R1	131-202	131-202	131-045	131-308
PP	130-128	130-128	130-128	130-181
S1	129-237	129-237	130-255	130-022
S2	128-163	128-163	130-199
S3	126-198	127-272	130-144
S4	124-233	125-307	129-297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-020	129-055	1-285	1.4%	0-196	0.5%	90%	True	False	1,315,787
10	131-020	129-055	1-285	1.4%	0-166	0.4%	90%	True	False	1,137,578
20	131-020	129-055	1-285	1.4%	0-159	0.4%	90%	True	False	591,577
40	131-055	128-285	2-090	1.7%	0-147	0.4%	87%	False	False	297,821
60	131-075	127-310	3-085	2.5%	0-119	0.3%	89%	False	False	198,665
80	131-075	127-310	3-085	2.5%	0-090	0.2%	89%	False	False	148,999
100	131-075	126-175	4-220	3.6%	0-072	0.2%	92%	False	False	119,199
120	131-075	124-115	6-280	5.3%	0-060	0.1%	95%	False	False	99,332

Crabel Price Patterns
NR	True
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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-295
2.618	132-067
1.618	131-247
1.000	131-160
0.618	131-107
HIGH	131-020
0.618	130-287
0.500	130-270
0.382	130-253
LOW	130-200
0.618	130-113
1.000	130-060
1.618	129-293
2.618	129-153
4.250	128-245

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	130-277	130-220
PP	130-273	130-160
S1	130-270	130-100

Download as Excel Spreadsheet

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

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