ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	133-095	133-270	0-175	0.4%	132-240
High	133-315	134-075	0-080	0.2%	133-295
Low	133-000	133-185	0-185	0.4%	132-140
Close	133-285	133-215	-0-070	-0.2%	133-025
Range	0-315	0-210	-0-105	-33.3%	1-155
ATR	0-243	0-241	-0-002	-1.0%	0-000
Volume	1,121,073	1,433,749	312,676	27.9%	6,841,190

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-255	135-125	134-010
R3	135-045	134-235	133-273
R2	134-155	134-155	133-254
R1	134-025	134-025	133-234	133-305
PP	133-265	133-265	133-265	133-245
S1	133-135	133-135	133-196	133-095
S2	133-055	133-055	133-176
S3	132-165	132-245	133-157
S4	131-275	132-035	133-100

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	134-075	132-140	1-255	1.3%	0-256	0.6%	69%	True	False	1,388,587
10	134-075	130-215	3-180	2.7%	0-309	0.7%	84%	True	False	1,453,590
20	134-075	130-215	3-180	2.7%	0-228	0.5%	84%	True	False	1,297,471
40	134-075	129-055	5-020	3.8%	0-193	0.5%	89%	True	False	960,853
60	134-075	128-285	5-110	4.0%	0-174	0.4%	89%	True	False	642,064
80	134-075	128-010	6-065	4.6%	0-147	0.3%	91%	True	False	481,653
100	134-075	127-310	6-085	4.7%	0-119	0.3%	91%	True	False	385,323
120	134-075	126-175	7-220	5.8%	0-099	0.2%	93%	True	False	321,102

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	0-040
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	137-008
2.618	135-305
1.618	135-095
1.000	134-285
0.618	134-205
HIGH	134-075
0.618	133-315
0.500	133-290
0.382	133-265
LOW	133-185
0.618	133-055
1.000	132-295
1.618	132-165
2.618	131-275
4.250	130-252

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	133-290	133-208
PP	133-265	133-202
S1	133-240	133-195

Download as Excel Spreadsheet

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

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