ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	133-140	133-060	-0-080	-0.2%	131-150
High	133-180	133-100	-0-080	-0.2%	134-070
Low	133-010	132-220	-0-110	-0.3%	130-215
Close	133-080	133-020	-0-060	-0.1%	132-120
Range	0-170	0-200	0-030	17.6%	3-175
ATR	0-233	0-231	-0-002	-1.0%	0-000
Volume	1,136,545	1,098,012	-38,533	-3.4%	7,126,501

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-287	134-193	133-130
R3	134-087	133-313	133-075
R2	133-207	133-207	133-057
R1	133-113	133-113	133-038	133-060
PP	133-007	133-007	133-007	132-300
S1	132-233	132-233	133-002	132-180
S2	132-127	132-127	132-303
S3	131-247	132-033	132-285
S4	131-047	131-153	132-230

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%	1-065	0.9%	67%	False	False	1,554,818
10	134-070	130-215	3-175	2.7%	0-258	0.6%	67%	False	False	1,334,817
20	134-070	129-180	4-210	3.5%	0-213	0.5%	75%	False	False	1,229,616
40	134-070	129-055	5-015	3.8%	0-184	0.4%	77%	False	False	815,646
60	134-070	128-285	5-105	4.0%	0-163	0.4%	78%	False	False	544,770
80	134-070	127-310	6-080	4.7%	0-134	0.3%	81%	False	False	408,592
100	134-070	127-310	6-080	4.7%	0-108	0.3%	81%	False	False	326,873
120	134-070	126-020	8-050	6.1%	0-090	0.2%	86%	False	False	272,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-028
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-310
2.618	134-304
1.618	134-104
1.000	133-300
0.618	133-224
HIGH	133-100
0.618	133-024
0.500	133-000
0.382	132-296
LOW	132-220
0.618	132-096
1.000	132-020
1.618	131-216
2.618	131-016
4.250	130-010

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	133-013	133-040
PP	133-007	133-033
S1	133-000	133-027

Download as Excel Spreadsheet

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

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