ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	130-305	131-010	0-025	0.1%	130-310
High	131-090	131-200	0-110	0.3%	131-200
Low	130-285	131-005	0-040	0.1%	130-200
Close	131-030	131-170	0-140	0.3%	131-170
Range	0-125	0-195	0-070	56.0%	1-000
ATR	0-153	0-156	0-003	1.9%	0-000
Volume	1,024,783	1,097,233	72,450	7.1%	4,657,957

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-070	132-315	131-277
R3	132-195	132-120	131-224
R2	132-000	132-000	131-206
R1	131-245	131-245	131-188	131-282
PP	131-125	131-125	131-125	131-144
S1	131-050	131-050	131-152	131-088
S2	130-250	130-250	131-134
S3	130-055	130-175	131-116
S4	129-180	129-300	131-063

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-083	133-287	132-026
R3	133-083	132-287	131-258
R2	132-083	132-083	131-229
R1	131-287	131-287	131-199	132-025
PP	131-083	131-083	131-083	131-112
S1	130-287	130-287	131-141	131-025
S2	130-083	130-083	131-111
S3	129-083	129-287	131-082
S4	128-083	128-287	130-314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-200	130-200	1-000	0.8%	0-130	0.3%	91%	True	False	931,591
10	131-200	129-055	2-145	1.9%	0-164	0.4%	96%	True	False	1,099,838
20	131-200	129-055	2-145	1.9%	0-161	0.4%	96%	True	False	768,729
40	131-200	128-285	2-235	2.1%	0-152	0.4%	97%	True	False	387,125
60	131-200	128-140	3-060	2.4%	0-127	0.3%	97%	True	False	258,302
80	131-200	127-310	3-210	2.8%	0-096	0.2%	97%	True	False	193,726
100	131-200	127-050	4-150	3.4%	0-077	0.2%	98%	True	False	154,981
120	131-200	124-115	7-085	5.5%	0-064	0.2%	99%	True	False	129,151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	134-069
2.618	133-071
1.618	132-196
1.000	132-075
0.618	132-001
HIGH	131-200
0.618	131-126
0.500	131-102
0.382	131-079
LOW	131-005
0.618	130-204
1.000	130-130
1.618	130-009
2.618	129-134
4.250	128-136

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	131-148	131-138
PP	131-125	131-107
S1	131-102	131-075

Download as Excel Spreadsheet

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

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