ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	132-210	133-040	0-150	0.4%	132-040
High	133-045	133-040	-0-005	0.0%	133-045
Low	132-035	132-180	0-145	0.3%	131-265
Close	133-015	132-255	-0-080	-0.2%	133-015
Range	1-010	0-180	-0-150	-45.5%	1-100
ATR	0-215	0-213	-0-003	-1.2%	0-000
Volume	1,584,235	1,025,550	-558,685	-35.3%	5,620,277

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-165	134-070	133-034
R3	133-305	133-210	132-304
R2	133-125	133-125	132-288
R1	133-030	133-030	132-272	132-308
PP	132-265	132-265	132-265	132-244
S1	132-170	132-170	132-238	132-128
S2	132-085	132-085	132-222
S3	131-225	131-310	132-206
S4	131-045	131-130	132-156

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	136-195	136-045	133-246
R3	135-095	134-265	133-130
R2	133-315	133-315	133-092
R1	133-165	133-165	133-054	133-240
PP	132-215	132-215	132-215	132-252
S1	132-065	132-065	132-296	132-140
S2	131-115	131-115	132-258
S3	130-015	130-285	132-220
S4	128-235	129-185	132-104

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-045	131-265	1-100	1.0%	0-213	0.5%	74%	False	False	1,182,637
10	133-045	131-195	1-170	1.2%	0-190	0.4%	78%	False	False	1,064,789
20	134-075	131-195	2-200	2.0%	0-211	0.5%	45%	False	False	1,142,668
40	134-075	130-200	3-195	2.7%	0-213	0.5%	60%	False	False	1,199,766
60	134-075	129-055	5-020	3.8%	0-197	0.5%	72%	False	False	979,226
80	134-075	128-285	5-110	4.0%	0-179	0.4%	73%	False	False	735,301
100	134-075	127-310	6-085	4.7%	0-155	0.4%	77%	False	False	588,308
120	134-075	127-310	6-085	4.7%	0-130	0.3%	77%	False	False	490,257

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-165
2.618	134-191
1.618	134-011
1.000	133-220
0.618	133-151
HIGH	133-040
0.618	132-291
0.500	132-270
0.382	132-249
LOW	132-180
0.618	132-069
1.000	132-000
1.618	131-209
2.618	131-029
4.250	130-055

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	132-270	132-237
PP	132-265	132-218
S1	132-260	132-200

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

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