ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	132-110	131-300	-0-130	-0.3%	133-275
High	132-165	132-080	-0-085	-0.2%	133-285
Low	131-250	131-235	-0-015	0.0%	131-250
Close	131-280	132-010	0-050	0.1%	131-280
Range	0-235	0-165	-0-070	-29.8%	2-035
ATR	0-237	0-232	-0-005	-2.2%	0-000
Volume	1,236,322	854,813	-381,509	-30.9%	6,168,312

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-177	133-098	132-101
R3	133-012	132-253	132-055
R2	132-167	132-167	132-040
R1	132-088	132-088	132-025	132-128
PP	132-002	132-002	132-002	132-021
S1	131-243	131-243	131-315	131-282
S2	131-157	131-157	131-300
S3	130-312	131-078	131-285
S4	130-147	130-233	131-239

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	133-080	131-235	1-165	1.1%	0-213	0.5%	20%	False	True	1,218,075
10	134-075	131-235	2-160	1.9%	0-233	0.6%	12%	False	True	1,220,546
20	134-075	130-215	3-180	2.7%	0-258	0.6%	38%	False	False	1,308,658
40	134-075	129-055	5-020	3.8%	0-206	0.5%	56%	False	False	1,192,444
60	134-075	128-285	5-110	4.0%	0-190	0.5%	59%	False	False	802,693
80	134-075	128-245	5-150	4.1%	0-166	0.4%	60%	False	False	602,284
100	134-075	127-310	6-085	4.7%	0-137	0.3%	65%	False	False	481,829
120	134-075	127-205	6-190	5.0%	0-114	0.3%	67%	False	False	401,524

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-141
2.618	133-192
1.618	133-027
1.000	132-245
0.618	132-182
HIGH	132-080
0.618	132-017
0.500	131-318
0.382	131-298
LOW	131-235
0.618	131-133
1.000	131-070
1.618	130-288
2.618	130-123
4.250	129-174

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	132-006	132-102
PP	132-002	132-072
S1	131-318	132-041

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

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