ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	133-220	133-275	0-055	0.1%	133-095
High	134-005	133-285	-0-040	-0.1%	134-075
Low	133-015	133-045	0-030	0.1%	133-000
Close	133-255	133-050	-0-205	-0.5%	133-255
Range	0-310	0-240	-0-070	-22.6%	1-075
ATR	0-242	0-242	0-000	-0.1%	0-000
Volume	1,455,703	932,748	-522,955	-35.9%	5,182,344

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-207	135-048	133-182
R3	134-287	134-128	133-116
R2	134-047	134-047	133-094
R1	133-208	133-208	133-072	133-168
PP	133-127	133-127	133-127	133-106
S1	132-288	132-288	133-028	132-248
S2	132-207	132-207	133-006
S3	131-287	132-048	132-304
S4	131-047	131-128	132-238

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	133-000	1-075	0.9%	0-253	0.6%	13%	False	False	1,223,018
10	134-075	132-140	1-255	1.3%	0-244	0.6%	40%	False	False	1,295,628
20	134-075	130-215	3-180	2.7%	0-246	0.6%	70%	False	False	1,329,721
40	134-075	129-055	5-020	3.8%	0-203	0.5%	79%	False	False	1,049,225
60	134-075	128-285	5-110	4.0%	0-183	0.4%	80%	False	False	701,324
80	134-075	128-140	5-255	4.4%	0-157	0.4%	81%	False	False	526,157
100	134-075	127-310	6-085	4.7%	0-126	0.3%	83%	False	False	420,925
120	134-075	127-050	7-025	5.3%	0-105	0.2%	85%	False	False	350,771

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

Fibonacci Retracements and Extensions
4.250	137-025
2.618	135-273
1.618	135-033
1.000	134-205
0.618	134-113
HIGH	133-285
0.618	133-193
0.500	133-165
0.382	133-137
LOW	133-045
0.618	132-217
1.000	132-125
1.618	131-297
2.618	131-057
4.250	129-305

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	133-165	133-170
PP	133-127	133-130
S1	133-088	133-090

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

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