ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	132-185	133-005	0-140	0.3%	133-040
High	133-030	133-020	-0-010	0.0%	133-040
Low	132-145	132-015	-0-130	-0.3%	132-015
Close	132-305	132-045	-0-260	-0.6%	132-045
Range	0-205	1-005	0-120	58.5%	1-025
ATR	0-205	0-213	0-009	4.2%	0-000
Volume	1,115,628	1,315,208	199,580	17.9%	5,899,425

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-148	134-262	132-224
R3	134-143	133-257	132-134
R2	133-138	133-138	132-105
R1	132-252	132-252	132-075	132-192
PP	132-133	132-133	132-133	132-104
S1	131-247	131-247	132-015	131-188
S2	131-128	131-128	131-305
S3	130-123	130-242	131-276
S4	129-118	129-237	131-186

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-215	134-315	132-235
R3	134-190	133-290	132-140
R2	133-165	133-165	132-108
R1	132-265	132-265	132-077	132-202
PP	132-140	132-140	132-140	132-109
S1	131-240	131-240	132-013	131-178
S2	131-115	131-115	131-302
S3	130-090	130-215	131-270
S4	129-065	129-190	131-175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-040	132-015	1-025	0.8%	0-199	0.5%	9%	False	True	1,179,885
10	133-045	131-265	1-100	1.0%	0-200	0.5%	24%	False	False	1,151,970
20	133-285	131-195	2-090	1.7%	0-201	0.5%	23%	False	False	1,127,244
40	134-075	130-215	3-180	2.7%	0-222	0.5%	41%	False	False	1,232,595
60	134-075	129-055	5-020	3.8%	0-201	0.5%	59%	False	False	1,059,938
80	134-075	128-285	5-110	4.0%	0-185	0.4%	61%	False	False	796,165
100	134-075	128-140	5-255	4.4%	0-163	0.4%	64%	False	False	637,047
120	134-075	127-310	6-085	4.7%	0-136	0.3%	67%	False	False	530,872

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	137-121
2.618	135-231
1.618	134-226
1.000	134-025
0.618	133-221
HIGH	133-020
0.618	132-216
0.500	132-178
0.382	132-139
LOW	132-015
0.618	131-134
1.000	131-010
1.618	130-129
2.618	129-124
4.250	127-234

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	132-178	132-182
PP	132-133	132-137
S1	132-089	132-091

Download as Excel Spreadsheet

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

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