ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	132-015	132-095	0-080	0.2%	133-275
High	132-130	132-105	-0-025	-0.1%	133-285
Low	132-000	131-275	-0-045	-0.1%	131-250
Close	132-075	131-315	-0-080	-0.2%	131-280
Range	0-130	0-150	0-020	15.4%	2-035
ATR	0-225	0-220	-0-005	-2.4%	0-000
Volume	887,408	838,211	-49,197	-5.5%	6,168,312

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-148	133-062	132-078
R3	132-318	132-232	132-036
R2	132-168	132-168	132-022
R1	132-082	132-082	132-009	132-050
PP	132-018	132-018	132-018	132-002
S1	131-252	131-252	131-301	131-220
S2	131-188	131-188	131-288
S3	131-038	131-102	131-274
S4	130-208	130-272	131-232

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	132-290	131-235	1-055	0.9%	0-182	0.4%	21%	False	False	1,036,609
10	134-005	131-235	2-090	1.7%	0-208	0.5%	11%	False	False	1,137,626
20	134-075	130-215	3-180	2.7%	0-259	0.6%	37%	False	False	1,295,608
40	134-075	129-055	5-020	3.8%	0-208	0.5%	56%	False	False	1,224,833
60	134-075	128-285	5-110	4.0%	0-192	0.5%	58%	False	False	831,398
80	134-075	128-285	5-110	4.0%	0-167	0.4%	58%	False	False	623,852
100	134-075	127-310	6-085	4.7%	0-139	0.3%	64%	False	False	499,085
120	134-075	127-310	6-085	4.7%	0-116	0.3%	64%	False	False	415,904

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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-102
2.618	133-178
1.618	133-028
1.000	132-255
0.618	132-198
HIGH	132-105
0.618	132-048
0.500	132-030
0.382	132-012
LOW	131-275
0.618	131-182
1.000	131-125
1.618	131-032
2.618	130-202
4.250	129-278

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	132-030	132-022
PP	132-018	132-013
S1	132-007	132-004

Download as Excel Spreadsheet

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

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