ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 16-Jun-2016

Day Change Summary
	Previous	Current
	15-Jun-2016	16-Jun-2016	Change	Change %	Previous Week
Open	131-245	132-070	0-145	0.3%	130-310
High	132-090	132-225	0-135	0.3%	131-200
Low	131-180	132-035	0-175	0.4%	130-200
Close	132-025	132-090	0-065	0.2%	131-170
Range	0-230	0-190	-0-040	-17.4%	1-000
ATR	0-160	0-163	0-003	1.8%	0-000
Volume	1,139,030	1,500,421	361,391	31.7%	4,657,957

Daily Pivots for day following 16-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-047	133-258	132-194
R3	133-177	133-068	132-142
R2	132-307	132-307	132-125
R1	132-198	132-198	132-107	132-252
PP	132-117	132-117	132-117	132-144
S1	132-008	132-008	132-073	132-062
S2	131-247	131-247	132-055
S3	131-057	131-138	132-038
S4	130-187	130-268	131-306

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	132-225	131-005	1-220	1.3%	0-179	0.4%	75%	True	False	1,287,744
10	132-225	129-270	2-275	2.2%	0-174	0.4%	85%	True	False	1,164,177
20	132-225	129-055	3-170	2.7%	0-156	0.4%	88%	True	False	1,024,560
40	132-225	128-285	3-260	2.9%	0-157	0.4%	89%	True	False	520,516
60	132-225	128-235	3-310	3.0%	0-135	0.3%	89%	True	False	347,323
80	132-225	127-310	4-235	3.6%	0-105	0.2%	91%	True	False	260,495
100	132-225	127-190	5-035	3.9%	0-084	0.2%	92%	True	False	208,396
120	132-225	124-115	8-110	6.3%	0-070	0.2%	95%	True	False	173,663

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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-072
2.618	134-082
1.618	133-212
1.000	133-095
0.618	133-022
HIGH	132-225
0.618	132-152
0.500	132-130
0.382	132-108
LOW	132-035
0.618	131-238
1.000	131-165
1.618	131-048
2.618	130-178
4.250	129-188

Fisher Pivots for day following 16-Jun-2016
Pivot	1 day	3 day
R1	132-130	132-074
PP	132-117	132-058
S1	132-103	132-042

Download as Excel Spreadsheet

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

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