ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	132-225	133-010	0-105	0.2%	132-240
High	133-075	133-295	0-220	0.5%	133-295
Low	132-140	132-315	0-175	0.4%	132-140
Close	132-315	133-025	0-030	0.1%	133-025
Range	0-255	0-300	0-045	17.6%	1-155
ATR	0-232	0-237	0-005	2.1%	0-000
Volume	1,943,875	1,346,226	-597,649	-30.7%	6,841,190

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	136-045	135-175	133-190
R3	135-065	134-195	133-108
R2	134-085	134-085	133-080
R1	133-215	133-215	133-052	133-310
PP	133-105	133-105	133-105	133-152
S1	132-235	132-235	132-318	133-010
S2	132-125	132-125	132-290
S3	131-145	131-255	132-262
S4	130-165	130-275	132-180

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	137-192	136-263	133-286
R3	136-037	135-108	133-156
R2	134-202	134-202	133-112
R1	133-273	133-273	133-069	134-078
PP	133-047	133-047	133-047	133-109
S1	132-118	132-118	132-301	132-242
S2	131-212	131-212	132-258
S3	130-057	130-283	132-214
S4	128-222	129-128	132-084

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-295	132-140	1-155	1.1%	0-234	0.5%	43%	True	False	1,368,238
10	134-070	130-215	3-175	2.7%	0-282	0.7%	68%	False	False	1,396,769
20	134-070	130-200	3-190	2.7%	0-215	0.5%	68%	False	False	1,256,864
40	134-070	129-055	5-015	3.8%	0-189	0.4%	77%	False	False	897,506
60	134-070	128-285	5-105	4.0%	0-168	0.4%	79%	False	False	599,512
80	134-070	127-310	6-080	4.7%	0-141	0.3%	82%	False	False	449,718
100	134-070	127-310	6-080	4.7%	0-113	0.3%	82%	False	False	359,774
120	134-070	126-175	7-215	5.8%	0-094	0.2%	85%	False	False	299,812

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	0-033
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	137-290
2.618	136-120
1.618	135-140
1.000	134-275
0.618	134-160
HIGH	133-295
0.618	133-180
0.500	133-145
0.382	133-110
LOW	132-315
0.618	132-130
1.000	132-015
1.618	131-150
2.618	130-170
4.250	129-000

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	133-145	133-058
PP	133-105	133-047
S1	133-065	133-036

Download as Excel Spreadsheet

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

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