ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	133-040	132-190	-0-170	-0.4%	132-040
High	133-040	132-230	-0-130	-0.3%	133-045
Low	132-180	132-065	-0-115	-0.3%	131-265
Close	132-255	132-175	-0-080	-0.2%	133-015
Range	0-180	0-165	-0-015	-8.3%	1-100
ATR	0-213	0-211	-0-002	-0.8%	0-000
Volume	1,025,550	1,420,550	395,000	38.5%	5,620,277

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-012	133-258	132-266
R3	133-167	133-093	132-220
R2	133-002	133-002	132-205
R1	132-248	132-248	132-190	132-202
PP	132-157	132-157	132-157	132-134
S1	132-083	132-083	132-160	132-038
S2	131-312	131-312	132-145
S3	131-147	131-238	132-130
S4	130-302	131-073	132-084

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%	0-215	0.5%	55%	False	False	1,262,142
10	133-045	131-195	1-170	1.2%	0-193	0.5%	61%	False	False	1,118,103
20	134-075	131-195	2-200	2.0%	0-204	0.5%	36%	False	False	1,157,642
40	134-075	130-215	3-180	2.7%	0-214	0.5%	53%	False	False	1,208,286
60	134-075	129-055	5-020	3.8%	0-196	0.5%	67%	False	False	1,002,716
80	134-075	128-285	5-110	4.0%	0-180	0.4%	68%	False	False	753,053
100	134-075	127-310	6-085	4.7%	0-157	0.4%	73%	False	False	602,513
120	134-075	127-310	6-085	4.7%	0-131	0.3%	73%	False	False	502,094

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	0-062
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-291
2.618	134-022
1.618	133-177
1.000	133-075
0.618	133-012
HIGH	132-230
0.618	132-167
0.500	132-148
0.382	132-128
LOW	132-065
0.618	131-283
1.000	131-220
1.618	131-118
2.618	130-273
4.250	130-004

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	132-166	132-200
PP	132-157	132-192
S1	132-148	132-183

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

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