ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	132-045	132-205	0-160	0.4%	131-300
High	132-215	132-240	0-025	0.1%	132-165
Low	131-265	132-110	0-165	0.4%	131-195
Close	132-175	132-180	0-005	0.0%	132-040
Range	0-270	0-130	-0-140	-51.9%	0-290
ATR	0-212	0-206	-0-006	-2.8%	0-000
Volume	1,171,110	1,109,267	-61,843	-5.3%	4,856,880

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-247	133-183	132-252
R3	133-117	133-053	132-216
R2	132-307	132-307	132-204
R1	132-243	132-243	132-192	132-210
PP	132-177	132-177	132-177	132-160
S1	132-113	132-113	132-168	132-080
S2	132-047	132-047	132-156
S3	131-237	131-303	132-144
S4	131-107	131-173	132-108

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	132-240	131-265	0-295	0.7%	0-174	0.4%	80%	True	False	1,005,984
10	132-240	131-195	1-045	0.9%	0-178	0.4%	84%	True	False	1,012,924
20	134-075	131-195	2-200	2.0%	0-214	0.5%	36%	False	False	1,176,683
40	134-075	129-180	4-215	3.5%	0-213	0.5%	64%	False	False	1,203,150
60	134-075	129-055	5-020	3.8%	0-194	0.5%	67%	False	False	935,992
80	134-075	128-285	5-110	4.0%	0-175	0.4%	69%	False	False	702,748
100	134-075	127-310	6-085	4.7%	0-150	0.4%	73%	False	False	562,210
120	134-075	127-310	6-085	4.7%	0-125	0.3%	73%	False	False	468,508

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	0-056
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-152
2.618	133-260
1.618	133-130
1.000	133-050
0.618	133-000
HIGH	132-240
0.618	132-190
0.500	132-175
0.382	132-160
LOW	132-110
0.618	132-030
1.000	131-300
1.618	131-220
2.618	131-090
4.250	130-198

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	132-178	132-151
PP	132-177	132-122
S1	132-175	132-092

Download as Excel Spreadsheet

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

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