ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	131-065	131-090	0-025	0.1%	131-200
High	131-135	131-090	-0-045	-0.1%	132-225
Low	131-050	130-235	-0-135	-0.3%	131-180
Close	131-110	130-260	-0-170	-0.4%	131-275
Range	0-085	0-175	0-090	105.9%	1-045
ATR	0-157	0-160	0-003	1.7%	0-000
Volume	916,892	1,096,165	179,273	19.6%	6,511,651

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-187	132-078	131-036
R3	132-012	131-223	130-308
R2	131-157	131-157	130-292
R1	131-048	131-048	130-276	131-015
PP	130-302	130-302	130-302	130-285
S1	130-193	130-193	130-244	130-160
S2	130-127	130-127	130-228
S3	129-272	130-018	130-212
S4	129-097	129-163	130-164

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	132-065	130-235	1-150	1.1%	0-128	0.3%	5%	False	True	1,033,965
10	132-225	130-235	1-310	1.5%	0-154	0.4%	4%	False	True	1,160,854
20	132-225	129-055	3-170	2.7%	0-157	0.4%	46%	False	False	1,137,060
40	132-225	129-055	3-170	2.7%	0-157	0.4%	46%	False	False	649,344
60	132-225	128-285	3-260	2.9%	0-138	0.3%	50%	False	False	433,477
80	132-225	127-310	4-235	3.6%	0-113	0.3%	60%	False	False	325,118
100	132-225	127-310	4-235	3.6%	0-090	0.2%	60%	False	False	260,094
120	132-225	124-260	7-285	6.0%	0-075	0.2%	76%	False	False	216,745

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	0-030
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	133-194
2.618	132-228
1.618	132-053
1.000	131-265
0.618	131-198
HIGH	131-090
0.618	131-023
0.500	131-002
0.382	130-302
LOW	130-235
0.618	130-127
1.000	130-060
1.618	129-272
2.618	129-097
4.250	128-131

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	131-002	131-048
PP	130-302	131-012
S1	130-281	130-296

Download as Excel Spreadsheet

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

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