ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	131-010	131-200	0-190	0.5%	130-310
High	131-200	131-280	0-080	0.2%	131-200
Low	131-005	131-180	0-175	0.4%	130-200
Close	131-170	131-245	0-075	0.2%	131-170
Range	0-195	0-100	-0-095	-48.7%	1-000
ATR	0-156	0-153	-0-003	-2.1%	0-000
Volume	1,097,233	1,102,541	5,308	0.5%	4,657,957

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-215	132-170	131-300
R3	132-115	132-070	131-272
R2	132-015	132-015	131-263
R1	131-290	131-290	131-254	131-312
PP	131-235	131-235	131-235	131-246
S1	131-190	131-190	131-236	131-212
S2	131-135	131-135	131-227
S3	131-035	131-090	131-218
S4	130-255	130-310	131-190

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	131-280	130-220	1-060	0.9%	0-122	0.3%	91%	True	False	936,146
10	131-280	129-055	2-225	2.1%	0-159	0.4%	96%	True	False	1,125,966
20	131-280	129-055	2-225	2.1%	0-159	0.4%	96%	True	False	822,677
40	131-280	128-285	2-315	2.3%	0-153	0.4%	96%	True	False	414,662
60	131-280	128-140	3-140	2.6%	0-127	0.3%	97%	True	False	276,677
80	131-280	127-310	3-290	3.0%	0-097	0.2%	97%	True	False	207,508
100	131-280	127-050	4-230	3.6%	0-078	0.2%	98%	True	False	166,006
120	131-280	124-115	7-165	5.7%	0-065	0.2%	99%	True	False	138,338

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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-065
2.618	132-222
1.618	132-122
1.000	132-060
0.618	132-022
HIGH	131-280
0.618	131-242
0.500	131-230
0.382	131-218
LOW	131-180
0.618	131-118
1.000	131-080
1.618	131-018
2.618	130-238
4.250	130-075

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	131-240	131-204
PP	131-235	131-163
S1	131-230	131-122

Download as Excel Spreadsheet

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

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