ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 21-Jul-2016

Day Change Summary
	Previous	Current
	20-Jul-2016	21-Jul-2016	Change	Change %	Previous Week
Open	132-095	131-310	-0-105	-0.2%	133-275
High	132-105	132-110	0-005	0.0%	133-285
Low	131-275	131-195	-0-080	-0.2%	131-250
Close	131-315	132-075	0-080	0.2%	131-280
Range	0-150	0-235	0-085	56.7%	2-035
ATR	0-220	0-221	0-001	0.5%	0-000
Volume	838,211	1,282,566	444,355	53.0%	6,168,312

Daily Pivots for day following 21-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-085	133-315	132-204
R3	133-170	133-080	132-140
R2	132-255	132-255	132-118
R1	132-165	132-165	132-097	132-210
PP	132-020	132-020	132-020	132-042
S1	131-250	131-250	132-053	131-295
S2	131-105	131-105	132-032
S3	130-190	131-015	132-010
S4	129-275	130-100	131-266

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	132-165	131-195	0-290	0.7%	0-183	0.4%	69%	False	True	1,019,864
10	134-005	131-195	2-130	1.8%	0-213	0.5%	26%	False	True	1,148,701
20	134-075	130-215	3-180	2.7%	0-266	0.6%	44%	False	False	1,313,892
40	134-075	129-055	5-020	3.8%	0-210	0.5%	60%	False	False	1,232,097
60	134-075	129-040	5-035	3.9%	0-194	0.5%	61%	False	False	852,720
80	134-075	128-285	5-110	4.0%	0-168	0.4%	63%	False	False	639,879
100	134-075	127-310	6-085	4.7%	0-142	0.3%	68%	False	False	511,911
120	134-075	127-310	6-085	4.7%	0-118	0.3%	68%	False	False	426,592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-149
2.618	134-085
1.618	133-170
1.000	133-025
0.618	132-255
HIGH	132-110
0.618	132-020
0.500	131-312
0.382	131-285
LOW	131-195
0.618	131-050
1.000	130-280
1.618	130-135
2.618	129-220
4.250	128-156

Fisher Pivots for day following 21-Jul-2016
Pivot	1 day	3 day
R1	132-048	132-051
PP	132-020	132-027
S1	131-312	132-002

Download as Excel Spreadsheet

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

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