ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 28-Jun-2016

Day Change Summary
	Previous	Current
	27-Jun-2016	28-Jun-2016	Change	Change %	Previous Week
Open	132-240	133-140	0-220	0.5%	131-150
High	133-150	133-180	0-030	0.1%	134-070
Low	132-225	133-010	0-105	0.2%	130-215
Close	133-090	133-080	-0-010	0.0%	132-120
Range	0-245	0-170	-0-075	-30.6%	3-175
ATR	0-238	0-233	-0-005	-2.0%	0-000
Volume	1,316,532	1,136,545	-179,987	-13.7%	7,126,501

Daily Pivots for day following 28-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-280	134-190	133-174
R3	134-110	134-020	133-127
R2	133-260	133-260	133-111
R1	133-170	133-170	133-096	133-130
PP	133-090	133-090	133-090	133-070
S1	133-000	133-000	133-064	132-280
S2	132-240	132-240	133-049
S3	132-070	132-150	133-033
S4	131-220	131-300	132-306

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%	1-042	0.8%	73%	False	False	1,518,594
10	134-070	130-215	3-175	2.7%	0-261	0.6%	73%	False	False	1,338,919
20	134-070	129-155	4-235	3.6%	0-210	0.5%	80%	False	False	1,237,062
40	134-070	129-055	5-015	3.8%	0-185	0.4%	81%	False	False	788,476
60	134-070	128-285	5-105	4.0%	0-160	0.4%	82%	False	False	526,475
80	134-070	127-310	6-080	4.7%	0-131	0.3%	84%	False	False	394,867
100	134-070	127-310	6-080	4.7%	0-106	0.2%	84%	False	False	315,893
120	134-070	125-255	8-135	6.3%	0-088	0.2%	88%	False	False	263,244

Crabel Price Patterns
NR	True
NR4	True
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	0-030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-262
2.618	134-305
1.618	134-135
1.000	134-030
0.618	133-285
HIGH	133-180
0.618	133-115
0.500	133-095
0.382	133-075
LOW	133-010
0.618	132-225
1.000	132-160
1.618	132-055
2.618	131-205
4.250	130-248

Fisher Pivots for day following 28-Jun-2016
Pivot	1 day	3 day
R1	133-095	132-314
PP	133-090	132-228
S1	133-085	132-142

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

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