ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	133-275	133-050	-0-225	-0.5%	133-095
High	133-285	133-080	-0-205	-0.5%	134-075
Low	133-045	132-115	-0-250	-0.6%	133-000
Close	133-050	132-165	-0-205	-0.5%	133-255
Range	0-240	0-285	0-045	18.8%	1-075
ATR	0-242	0-245	0-003	1.3%	0-000
Volume	932,748	1,431,378	498,630	53.5%	5,182,344

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-122	134-268	133-002
R3	134-157	133-303	132-243
R2	133-192	133-192	132-217
R1	133-018	133-018	132-191	132-282
PP	132-227	132-227	132-227	132-199
S1	132-053	132-053	132-139	131-318
S2	131-262	131-262	132-113
S3	130-297	131-088	132-087
S4	130-012	130-123	132-008

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	132-115	1-280	1.4%	0-247	0.6%	8%	False	True	1,285,079
10	134-075	132-115	1-280	1.4%	0-248	0.6%	8%	False	True	1,307,112
20	134-075	130-215	3-180	2.7%	0-255	0.6%	52%	False	False	1,346,163
40	134-075	129-055	5-020	3.8%	0-207	0.5%	66%	False	False	1,084,420
60	134-075	128-285	5-110	4.0%	0-187	0.4%	68%	False	False	725,162
80	134-075	128-140	5-255	4.4%	0-159	0.4%	70%	False	False	544,049
100	134-075	127-310	6-085	4.7%	0-129	0.3%	73%	False	False	435,239
120	134-075	127-050	7-025	5.3%	0-107	0.3%	76%	False	False	362,699

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-011
2.618	135-186
1.618	134-221
1.000	134-045
0.618	133-256
HIGH	133-080
0.618	132-291
0.500	132-258
0.382	132-224
LOW	132-115
0.618	131-259
1.000	131-150
1.618	130-294
2.618	130-009
4.250	128-184

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	132-258	133-060
PP	132-227	132-308
S1	132-196	132-237

Download as Excel Spreadsheet

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

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