ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	130-290	130-305	0-015	0.0%	129-125
High	131-025	131-090	0-065	0.2%	131-020
Low	130-270	130-285	0-015	0.0%	129-055
Close	130-290	131-030	0-060	0.1%	130-310
Range	0-075	0-125	0-050	66.7%	1-285
ATR	0-156	0-153	-0-002	-1.4%	0-000
Volume	793,256	1,024,783	231,527	29.2%	5,499,171

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-083	132-022	131-099
R3	131-278	131-217	131-064
R2	131-153	131-153	131-053
R1	131-092	131-092	131-041	131-122
PP	131-028	131-028	131-028	131-044
S1	130-287	130-287	131-019	130-318
S2	130-223	130-223	131-007
S3	130-098	130-162	130-316
S4	129-293	130-037	130-281

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	131-090	129-270	1-140	1.1%	0-169	0.4%	87%	True	False	1,040,611
10	131-090	129-055	2-035	1.6%	0-160	0.4%	91%	True	False	1,113,265
20	131-090	129-055	2-035	1.6%	0-159	0.4%	91%	True	False	714,626
40	131-090	128-285	2-125	1.8%	0-148	0.4%	92%	True	False	359,734
60	131-090	128-140	2-270	2.2%	0-124	0.3%	93%	True	False	240,015
80	131-090	127-310	3-100	2.5%	0-094	0.2%	94%	True	False	180,011
100	131-090	127-045	4-045	3.2%	0-075	0.2%	95%	True	False	144,009
120	131-090	124-115	6-295	5.3%	0-062	0.1%	97%	True	False	120,007

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-301
2.618	132-097
1.618	131-292
1.000	131-215
0.618	131-167
HIGH	131-090
0.618	131-042
0.500	131-028
0.382	131-013
LOW	130-285
0.618	130-208
1.000	130-160
1.618	130-083
2.618	129-278
4.250	129-074

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	131-029	131-018
PP	131-028	131-007
S1	131-028	130-315

Download as Excel Spreadsheet

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

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