ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	131-100	131-065	-0-035	-0.1%	131-200
High	131-180	131-135	-0-045	-0.1%	132-225
Low	131-040	131-050	0-010	0.0%	131-180
Close	131-080	131-110	0-030	0.1%	131-275
Range	0-140	0-085	-0-055	-39.3%	1-045
ATR	0-163	0-157	-0-006	-3.4%	0-000
Volume	981,927	916,892	-65,035	-6.6%	6,511,651

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-033	131-317	131-157
R3	131-268	131-232	131-133
R2	131-183	131-183	131-126
R1	131-147	131-147	131-118	131-165
PP	131-098	131-098	131-098	131-108
S1	131-062	131-062	131-102	131-080
S2	131-013	131-013	131-094
S3	130-248	130-297	131-087
S4	130-163	130-212	131-063

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-148	134-257	132-156
R3	134-103	133-212	132-055
R2	133-058	133-058	132-022
R1	132-167	132-167	131-308	132-272
PP	132-013	132-013	132-013	132-066
S1	131-122	131-122	131-242	131-228
S2	130-288	130-288	131-208
S3	129-243	130-077	131-175
S4	128-198	129-032	131-074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-225	131-040	1-185	1.2%	0-131	0.3%	14%	False	False	1,114,816
10	132-225	130-285	1-260	1.4%	0-148	0.4%	25%	False	False	1,153,716
20	132-225	129-055	3-170	2.7%	0-154	0.4%	62%	False	False	1,150,302
40	132-225	129-040	3-185	2.7%	0-158	0.4%	62%	False	False	622,133
60	132-225	128-285	3-260	2.9%	0-135	0.3%	64%	False	False	415,208
80	132-225	127-310	4-235	3.6%	0-111	0.3%	71%	False	False	311,416
100	132-225	127-310	4-235	3.6%	0-089	0.2%	71%	False	False	249,132
120	132-225	124-210	8-015	6.1%	0-074	0.2%	83%	False	False	207,610

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-032
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	132-176
2.618	132-038
1.618	131-273
1.000	131-220
0.618	131-188
HIGH	131-135
0.618	131-103
0.500	131-092
0.382	131-082
LOW	131-050
0.618	130-317
1.000	130-285
1.618	130-232
2.618	130-147
4.250	130-009

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	131-104	131-120
PP	131-098	131-117
S1	131-092	131-113

Download as Excel Spreadsheet

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

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