ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	131-310	132-095	0-105	0.2%	131-300
High	132-110	132-165	0-055	0.1%	132-165
Low	131-195	131-290	0-095	0.2%	131-195
Close	132-075	132-040	-0-035	-0.1%	132-040
Range	0-235	0-195	-0-040	-17.0%	0-290
ATR	0-221	0-219	-0-002	-0.8%	0-000
Volume	1,282,566	993,882	-288,684	-22.5%	4,856,880

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-003	133-217	132-147
R3	133-128	133-022	132-094
R2	132-253	132-253	132-076
R1	132-147	132-147	132-058	132-102
PP	132-058	132-058	132-058	132-036
S1	131-272	131-272	132-022	131-228
S2	131-183	131-183	132-004
S3	130-308	131-077	131-306
S4	130-113	130-202	131-253

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-257	134-118	132-200
R3	133-287	133-148	132-120
R2	132-317	132-317	132-093
R1	132-178	132-178	132-067	132-248
PP	132-027	132-027	132-027	132-061
S1	131-208	131-208	132-013	131-278
S2	131-057	131-057	131-307
S3	130-087	130-238	131-280
S4	129-117	129-268	131-200

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%	0-175	0.4%	57%	True	False	971,376
10	133-285	131-195	2-090	1.7%	0-202	0.5%	23%	False	False	1,102,519
20	134-075	130-215	3-180	2.7%	0-267	0.6%	41%	False	False	1,308,778
40	134-075	129-055	5-020	3.8%	0-212	0.5%	58%	False	False	1,222,919
60	134-075	129-055	5-020	3.8%	0-194	0.5%	58%	False	False	869,155
80	134-075	128-285	5-110	4.0%	0-170	0.4%	61%	False	False	652,303
100	134-075	127-310	6-085	4.7%	0-144	0.3%	66%	False	False	521,850
120	134-075	127-310	6-085	4.7%	0-120	0.3%	66%	False	False	434,875

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	0-043
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-034
2.618	134-036
1.618	133-161
1.000	133-040
0.618	132-286
HIGH	132-165
0.618	132-091
0.500	132-068
0.382	132-044
LOW	131-290
0.618	131-169
1.000	131-095
1.618	130-294
2.618	130-099
4.250	129-101

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	132-068	132-033
PP	132-058	132-027
S1	132-049	132-020

Download as Excel Spreadsheet

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

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