ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	132-155	132-235	0-080	0.2%	133-095
High	132-300	132-290	-0-010	0.0%	134-075
Low	132-150	132-060	-0-090	-0.2%	133-000
Close	132-265	132-125	-0-140	-0.3%	133-255
Range	0-150	0-230	0-080	53.3%	1-075
ATR	0-238	0-238	-0-001	-0.2%	0-000
Volume	1,201,572	1,366,292	164,720	13.7%	5,182,344

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-208	134-077	132-252
R3	133-298	133-167	132-188
R2	133-068	133-068	132-167
R1	132-257	132-257	132-146	132-208
PP	132-158	132-158	132-158	132-134
S1	132-027	132-027	132-104	131-298
S2	131-248	131-248	132-083
S3	131-018	131-117	132-062
S4	130-108	130-207	131-318

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	134-005	132-060	1-265	1.4%	0-243	0.6%	11%	False	True	1,277,538
10	134-075	132-060	2-015	1.5%	0-248	0.6%	10%	False	True	1,340,443
20	134-075	130-215	3-180	2.7%	0-253	0.6%	48%	False	False	1,337,630
40	134-075	129-055	5-020	3.8%	0-209	0.5%	64%	False	False	1,146,791
60	134-075	128-285	5-110	4.0%	0-190	0.4%	65%	False	False	767,914
80	134-075	128-140	5-255	4.4%	0-163	0.4%	68%	False	False	576,147
100	134-075	127-310	6-085	4.7%	0-133	0.3%	71%	False	False	460,918
120	134-075	127-105	6-290	5.2%	0-111	0.3%	73%	False	False	384,098

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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-308
2.618	134-252
1.618	134-022
1.000	133-200
0.618	133-112
HIGH	132-290
0.618	132-202
0.500	132-175
0.382	132-148
LOW	132-060
0.618	131-238
1.000	131-150
1.618	131-008
2.618	130-098
4.250	129-042

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	132-175	132-230
PP	132-158	132-195
S1	132-142	132-160

Download as Excel Spreadsheet

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

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