ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	133-010	133-095	0-085	0.2%	132-240
High	133-295	133-315	0-020	0.0%	133-295
Low	132-315	133-000	0-005	0.0%	132-140
Close	133-025	133-285	0-260	0.6%	133-025
Range	0-300	0-315	0-015	5.0%	1-155
ATR	0-237	0-243	0-006	2.3%	0-000
Volume	1,346,226	1,121,073	-225,153	-16.7%	6,841,190

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	136-185	136-070	134-138
R3	135-190	135-075	134-052
R2	134-195	134-195	134-023
R1	134-080	134-080	133-314	134-138
PP	133-200	133-200	133-200	133-229
S1	133-085	133-085	133-256	133-142
S2	132-205	132-205	133-227
S3	131-210	132-090	133-198
S4	130-215	131-095	133-112

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	133-315	132-140	1-175	1.2%	0-248	0.6%	94%	True	False	1,329,146
10	134-070	130-215	3-175	2.6%	0-302	0.7%	91%	False	False	1,408,408
20	134-070	130-215	3-175	2.6%	0-224	0.5%	91%	False	False	1,258,930
40	134-070	129-055	5-015	3.8%	0-191	0.4%	93%	False	False	925,253
60	134-070	128-285	5-105	4.0%	0-172	0.4%	94%	False	False	618,191
80	134-070	127-310	6-080	4.7%	0-145	0.3%	95%	False	False	463,731
100	134-070	127-310	6-080	4.7%	0-116	0.3%	95%	False	False	370,985
120	134-070	126-175	7-215	5.7%	0-097	0.2%	96%	False	False	309,154

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	0-038
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	138-054
2.618	136-180
1.618	135-185
1.000	134-310
0.618	134-190
HIGH	133-315
0.618	133-195
0.500	133-158
0.382	133-120
LOW	133-000
0.618	132-125
1.000	132-005
1.618	131-130
2.618	130-135
4.250	128-261

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	133-242	133-212
PP	133-200	133-140
S1	133-158	133-068

Download as Excel Spreadsheet

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

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