ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	132-190	132-130	-0-060	-0.1%	132-040
High	132-230	132-205	-0-025	-0.1%	133-045
Low	132-065	132-085	0-020	0.0%	131-265
Close	132-175	132-185	0-010	0.0%	133-015
Range	0-165	0-120	-0-045	-27.3%	1-100
ATR	0-211	0-205	-0-007	-3.1%	0-000
Volume	1,420,550	1,022,489	-398,061	-28.0%	5,620,277

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-198	133-152	132-251
R3	133-078	133-032	132-218
R2	132-278	132-278	132-207
R1	132-232	132-232	132-196	132-255
PP	132-158	132-158	132-158	132-170
S1	132-112	132-112	132-174	132-135
S2	132-038	132-038	132-163
S3	131-238	131-312	132-152
S4	131-118	131-192	132-119

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	132-035	1-010	0.8%	0-185	0.4%	45%	False	False	1,232,418
10	133-045	131-195	1-170	1.2%	0-190	0.4%	63%	False	False	1,136,531
20	134-005	131-195	2-130	1.8%	0-199	0.5%	40%	False	False	1,137,079
40	134-075	130-215	3-180	2.7%	0-214	0.5%	54%	False	False	1,217,275
60	134-075	129-055	5-020	3.8%	0-195	0.5%	67%	False	False	1,019,595
80	134-075	128-285	5-110	4.0%	0-180	0.4%	69%	False	False	765,818
100	134-075	128-010	6-065	4.7%	0-158	0.4%	73%	False	False	612,738
120	134-075	127-310	6-085	4.7%	0-132	0.3%	74%	False	False	510,615

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-066
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	134-075
2.618	133-199
1.618	133-079
1.000	133-005
0.618	132-279
HIGH	132-205
0.618	132-159
0.500	132-145
0.382	132-131
LOW	132-085
0.618	132-011
1.000	131-285
1.618	131-211
2.618	131-091
4.250	130-215

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	132-172	132-212
PP	132-158	132-203
S1	132-145	132-194

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

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