ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 08-Jul-2016

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	133-270	133-220	-0-050	-0.1%	133-095
High	133-300	134-005	0-025	0.1%	134-075
Low	133-110	133-015	-0-095	-0.2%	133-000
Close	133-220	133-255	0-035	0.1%	133-255
Range	0-190	0-310	0-120	63.2%	1-075
ATR	0-237	0-242	0-005	2.2%	0-000
Volume	1,171,819	1,455,703	283,884	24.2%	5,182,344

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	136-168	136-042	134-106
R3	135-178	135-052	134-020
R2	134-188	134-188	133-312
R1	134-062	134-062	133-283	134-125
PP	133-198	133-198	133-198	133-230
S1	133-072	133-072	133-227	133-135
S2	132-208	132-208	133-198
S3	131-218	132-082	133-170
S4	130-228	131-092	133-084

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	137-122	136-263	134-152
R3	136-047	135-188	134-044
R2	134-292	134-292	134-007
R1	134-113	134-113	133-291	134-202
PP	133-217	133-217	133-217	133-261
S1	133-038	133-038	133-219	133-128
S2	132-142	132-142	133-183
S3	131-067	131-283	133-146
S4	129-312	130-208	133-038

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	134-075	132-315	1-080	0.9%	0-265	0.6%	65%	False	False	1,305,714
10	134-075	130-215	3-180	2.7%	1-013	0.8%	88%	False	False	1,515,037
20	134-075	130-215	3-180	2.7%	0-243	0.6%	88%	False	False	1,337,945
40	134-075	129-055	5-020	3.8%	0-201	0.5%	91%	False	False	1,026,286
60	134-075	128-285	5-110	4.0%	0-180	0.4%	92%	False	False	685,805
80	134-075	128-140	5-255	4.3%	0-154	0.4%	92%	False	False	514,497
100	134-075	127-310	6-085	4.7%	0-124	0.3%	93%	False	False	411,598
120	134-075	127-045	7-030	5.3%	0-103	0.2%	94%	False	False	342,998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	138-042
2.618	136-177
1.618	135-187
1.000	134-315
0.618	134-197
HIGH	134-005
0.618	133-207
0.500	133-170
0.382	133-133
LOW	133-015
0.618	132-143
1.000	132-025
1.618	131-153
2.618	130-163
4.250	128-298

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	133-227	133-238
PP	133-198	133-222
S1	133-170	133-205

Download as Excel Spreadsheet

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

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