ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 15-Jun-2016

Day Change Summary
	Previous	Current
	14-Jun-2016	15-Jun-2016	Change	Change %	Previous Week
Open	131-255	131-245	-0-010	0.0%	130-310
High	132-075	132-090	0-015	0.0%	131-200
Low	131-215	131-180	-0-035	-0.1%	130-200
Close	131-250	132-025	0-095	0.2%	131-170
Range	0-180	0-230	0-050	27.8%	1-000
ATR	0-155	0-160	0-005	3.5%	0-000
Volume	1,599,495	1,139,030	-460,465	-28.8%	4,657,957

Daily Pivots for day following 15-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-042	133-263	132-152
R3	133-132	133-033	132-088
R2	132-222	132-222	132-067
R1	132-123	132-123	132-046	132-172
PP	131-312	131-312	131-312	132-016
S1	131-213	131-213	132-004	131-262
S2	131-082	131-082	131-303
S3	130-172	130-303	131-282
S4	129-262	130-073	131-218

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	132-090	130-285	1-125	1.1%	0-166	0.4%	85%	True	False	1,192,616
10	132-090	129-180	2-230	2.1%	0-168	0.4%	93%	True	False	1,124,416
20	132-090	129-055	3-035	2.4%	0-165	0.4%	93%	True	False	955,953
40	132-090	128-285	3-125	2.6%	0-158	0.4%	94%	True	False	483,056
60	132-090	128-140	3-270	2.9%	0-133	0.3%	95%	True	False	322,319
80	132-090	127-310	4-100	3.3%	0-102	0.2%	95%	True	False	241,740
100	132-090	127-105	4-305	3.8%	0-082	0.2%	96%	True	False	193,392
120	132-090	124-115	7-295	6.0%	0-068	0.2%	97%	True	False	161,160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	135-108
2.618	134-052
1.618	133-142
1.000	133-000
0.618	132-232
HIGH	132-090
0.618	132-002
0.500	131-295
0.382	131-268
LOW	131-180
0.618	131-038
1.000	130-270
1.618	130-128
2.618	129-218
4.250	128-162

Fisher Pivots for day following 15-Jun-2016
Pivot	1 day	3 day
R1	132-008	132-008
PP	131-312	131-312
S1	131-295	131-295

Download as Excel Spreadsheet

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

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