ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	132-235	132-110	-0-125	-0.3%	133-275
High	132-290	132-165	-0-125	-0.3%	133-285
Low	132-060	131-250	-0-130	-0.3%	131-250
Close	132-125	131-280	-0-165	-0.4%	131-280
Range	0-230	0-235	0-005	2.2%	2-035
ATR	0-238	0-237	0-000	-0.1%	0-000
Volume	1,366,292	1,236,322	-129,970	-9.5%	6,168,312

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-083	133-257	132-089
R3	133-168	133-022	132-025
R2	132-253	132-253	132-003
R1	132-107	132-107	131-302	132-062
PP	132-018	132-018	132-018	131-316
S1	131-192	131-192	131-258	131-148
S2	131-103	131-103	131-237
S3	130-188	130-277	131-215
S4	129-273	130-042	131-151

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	138-270	137-150	133-011
R3	136-235	135-115	132-146
R2	134-200	134-200	132-084
R1	133-080	133-080	132-022	132-282
PP	132-165	132-165	132-165	132-106
S1	131-045	131-045	131-218	130-248
S2	130-130	130-130	131-156
S3	128-095	129-010	131-094
S4	126-060	126-295	130-229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-285	131-250	2-035	1.6%	0-228	0.5%	4%	False	True	1,233,662
10	134-075	131-250	2-145	1.9%	0-246	0.6%	4%	False	True	1,269,688
20	134-075	130-215	3-180	2.7%	0-256	0.6%	34%	False	False	1,324,425
40	134-075	129-055	5-020	3.8%	0-206	0.5%	53%	False	False	1,174,492
60	134-075	128-285	5-110	4.1%	0-190	0.4%	56%	False	False	788,486
80	134-075	128-235	5-160	4.2%	0-165	0.4%	57%	False	False	591,599
100	134-075	127-310	6-085	4.8%	0-135	0.3%	62%	False	False	473,281
120	134-075	127-190	6-205	5.0%	0-112	0.3%	64%	False	False	394,401

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	0-048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135-204
2.618	134-140
1.618	133-225
1.000	133-080
0.618	132-310
HIGH	132-165
0.618	132-075
0.500	132-048
0.382	132-020
LOW	131-250
0.618	131-105
1.000	131-015
1.618	130-190
2.618	129-275
4.250	128-211

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	132-048	132-115
PP	132-018	132-063
S1	131-309	132-012

Download as Excel Spreadsheet

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

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