ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	132-010	132-045	0-035	0.1%	131-300
High	132-110	132-215	0-105	0.2%	132-165
Low	131-275	131-265	-0-010	0.0%	131-195
Close	132-040	132-175	0-135	0.3%	132-040
Range	0-155	0-270	0-115	74.2%	0-290
ATR	0-208	0-212	0-004	2.1%	0-000
Volume	1,023,027	1,171,110	148,083	14.5%	4,856,880

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-282	134-178	133-004
R3	134-012	133-228	132-249
R2	133-062	133-062	132-224
R1	132-278	132-278	132-200	133-010
PP	132-112	132-112	132-112	132-138
S1	132-008	132-008	132-150	132-060
S2	131-162	131-162	132-126
S3	130-212	131-058	132-101
S4	129-262	130-108	132-026

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	132-215	131-195	1-020	0.8%	0-195	0.5%	88%	True	False	1,040,644
10	132-290	131-195	1-095	1.0%	0-188	0.4%	72%	False	False	1,038,626
20	134-075	131-195	2-200	2.0%	0-217	0.5%	36%	False	False	1,176,121
40	134-075	129-155	4-240	3.6%	0-214	0.5%	64%	False	False	1,206,591
60	134-075	129-055	5-020	3.8%	0-196	0.5%	67%	False	False	917,691
80	134-075	128-285	5-110	4.0%	0-175	0.4%	68%	False	False	688,886
100	134-075	127-310	6-085	4.7%	0-149	0.4%	73%	False	False	551,117
120	134-075	127-310	6-085	4.7%	0-124	0.3%	73%	False	False	459,264

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	136-082
2.618	134-282
1.618	134-012
1.000	133-165
0.618	133-062
HIGH	132-215
0.618	132-112
0.500	132-080
0.382	132-048
LOW	131-265
0.618	131-098
1.000	130-315
1.618	130-148
2.618	129-198
4.250	128-078

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	132-143	132-143
PP	132-112	132-112
S1	132-080	132-080

Download as Excel Spreadsheet

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

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