ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	132-040	132-010	-0-030	-0.1%	131-300
High	132-085	132-110	0-025	0.1%	132-165
Low	131-285	131-275	-0-010	0.0%	131-195
Close	132-020	132-040	0-020	0.0%	132-040
Range	0-120	0-155	0-035	29.2%	0-290
ATR	0-212	0-208	-0-004	-1.9%	0-000
Volume	732,638	1,023,027	290,389	39.6%	4,856,880

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-180	133-105	132-125
R3	133-025	132-270	132-083
R2	132-190	132-190	132-068
R1	132-115	132-115	132-054	132-152
PP	132-035	132-035	132-035	132-054
S1	131-280	131-280	132-026	131-318
S2	131-200	131-200	132-012
S3	131-045	131-125	131-317
S4	130-210	130-290	131-275

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%	0-171	0.4%	57%	False	False	974,064
10	132-300	131-195	1-105	1.0%	0-176	0.4%	39%	False	False	1,041,673
20	134-075	131-195	2-200	2.0%	0-212	0.5%	20%	False	False	1,174,392
40	134-075	129-055	5-020	3.8%	0-211	0.5%	58%	False	False	1,214,991
60	134-075	129-055	5-020	3.8%	0-194	0.5%	58%	False	False	898,306
80	134-075	128-285	5-110	4.0%	0-172	0.4%	61%	False	False	674,248
100	134-075	127-310	6-085	4.7%	0-146	0.3%	66%	False	False	539,406
120	134-075	127-310	6-085	4.7%	0-122	0.3%	66%	False	False	449,505

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-129
2.618	133-196
1.618	133-041
1.000	132-265
0.618	132-206
HIGH	132-110
0.618	132-051
0.500	132-032
0.382	132-014
LOW	131-275
0.618	131-179
1.000	131-120
1.618	131-024
2.618	130-189
4.250	129-256

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	132-038	132-060
PP	132-035	132-053
S1	132-032	132-047

Download as Excel Spreadsheet

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

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