ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 24-Jun-2016

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	131-090	130-225	-0-185	-0.4%	131-150
High	131-090	134-070	2-300	2.2%	134-070
Low	130-235	130-215	-0-020	0.0%	130-215
Close	130-260	132-120	1-180	1.2%	132-120
Range	0-175	3-175	3-000	548.6%	3-175
ATR	0-160	0-229	0-070	43.6%	0-000
Volume	1,096,165	3,126,839	2,030,674	185.3%	7,126,501

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	143-020	141-085	134-104
R3	139-165	137-230	133-112
R2	135-310	135-310	133-008
R1	134-055	134-055	132-224	135-022
PP	132-135	132-135	132-135	132-279
S1	130-200	130-200	132-016	131-168
S2	128-280	128-280	131-232
S3	125-105	127-025	131-128
S4	121-250	123-170	130-136

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	143-020	141-085	134-104
R3	139-165	137-230	133-112
R2	135-310	135-310	133-008
R1	134-055	134-055	132-224	135-022
PP	132-135	132-135	132-135	132-279
S1	130-200	130-200	132-016	131-168
S2	128-280	128-280	131-232
S3	125-105	127-025	131-128
S4	121-250	123-170	130-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-070	130-215	3-175	2.7%	1-010	0.8%	48%	True	True	1,425,300
10	134-070	130-215	3-175	2.7%	0-248	0.6%	48%	True	True	1,363,815
20	134-070	129-055	5-015	3.8%	0-206	0.5%	63%	True	False	1,231,826
40	134-070	129-055	5-015	3.8%	0-182	0.4%	63%	True	False	727,426
60	134-070	128-285	5-105	4.0%	0-156	0.4%	65%	True	False	485,591
80	134-070	127-310	6-080	4.7%	0-126	0.3%	70%	True	False	364,203
100	134-070	127-310	6-080	4.7%	0-102	0.2%	70%	True	False	291,362
120	134-070	124-285	9-105	7.0%	0-085	0.2%	80%	True	False	242,802

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	0-030
Widest range in 144 trading days

Fibonacci Retracements and Extensions
4.250	149-094
2.618	143-161
1.618	139-306
1.000	137-245
0.618	136-131
HIGH	134-070
0.618	132-276
0.500	132-142
0.382	132-009
LOW	130-215
0.618	128-154
1.000	127-040
1.618	124-299
2.618	121-124
4.250	115-191

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	132-142	132-142
PP	132-135	132-135
S1	132-128	132-128

Download as Excel Spreadsheet

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

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