ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 27-Jun-2016

Day Change Summary
	Previous	Current
	24-Jun-2016	27-Jun-2016	Change	Change %	Previous Week
Open	130-225	132-240	2-015	1.6%	131-150
High	134-070	133-150	-0-240	-0.6%	134-070
Low	130-215	132-225	2-010	1.6%	130-215
Close	132-120	133-090	0-290	0.7%	132-120
Range	3-175	0-245	-2-250	-78.4%	3-175
ATR	0-229	0-238	0-009	3.8%	0-000
Volume	3,126,839	1,316,532	-1,810,307	-57.9%	7,126,501

Daily Pivots for day following 27-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-143	135-042	133-225
R3	134-218	134-117	133-157
R2	133-293	133-293	133-135
R1	133-192	133-192	133-112	133-242
PP	133-048	133-048	133-048	133-074
S1	132-267	132-267	133-068	132-318
S2	132-123	132-123	133-045
S3	131-198	132-022	133-023
S4	130-273	131-097	132-275

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%	1-036	0.8%	74%	False	False	1,487,671
10	134-070	130-215	3-175	2.7%	0-262	0.6%	74%	False	False	1,385,214
20	134-070	129-055	5-015	3.8%	0-210	0.5%	81%	False	False	1,255,590
40	134-070	129-055	5-015	3.8%	0-184	0.4%	81%	False	False	760,263
60	134-070	128-285	5-105	4.0%	0-158	0.4%	82%	False	False	507,533
80	134-070	127-310	6-080	4.7%	0-129	0.3%	85%	False	False	380,660
100	134-070	127-310	6-080	4.7%	0-104	0.2%	85%	False	False	304,528
120	134-070	125-170	8-220	6.5%	0-087	0.2%	89%	False	False	253,773

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	136-231
2.618	135-151
1.618	134-226
1.000	134-075
0.618	133-301
HIGH	133-150
0.618	133-056
0.500	133-028
0.382	132-319
LOW	132-225
0.618	132-074
1.000	131-300
1.618	131-149
2.618	130-224
4.250	129-144

Fisher Pivots for day following 27-Jun-2016
Pivot	1 day	3 day
R1	133-069	133-001
PP	133-048	132-232
S1	133-028	132-142

Download as Excel Spreadsheet

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

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