ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	133-005	132-015	-0-310	-0.7%	133-040
High	133-020	132-065	-0-275	-0.6%	133-040
Low	132-015	131-255	-0-080	-0.2%	132-015
Close	132-045	132-015	-0-030	-0.1%	132-045
Range	1-005	0-130	-0-195	-60.0%	1-025
ATR	0-213	0-207	-0-006	-2.8%	0-000
Volume	1,315,208	978,792	-336,416	-25.6%	5,899,425

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-075	133-015	132-086
R3	132-265	132-205	132-051
R2	132-135	132-135	132-039
R1	132-075	132-075	132-027	132-080
PP	132-005	132-005	132-005	132-008
S1	131-265	131-265	132-003	131-270
S2	131-195	131-195	131-311
S3	131-065	131-135	131-299
S4	130-255	131-005	131-264

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	133-030	131-255	1-095	1.0%	0-189	0.4%	19%	False	True	1,170,533
10	133-045	131-255	1-110	1.0%	0-201	0.5%	19%	False	True	1,176,585
20	133-080	131-195	1-205	1.2%	0-195	0.5%	27%	False	False	1,129,546
40	134-075	130-215	3-180	2.7%	0-220	0.5%	39%	False	False	1,229,634
60	134-075	129-055	5-020	3.8%	0-201	0.5%	57%	False	False	1,075,999
80	134-075	128-285	5-110	4.0%	0-186	0.4%	59%	False	False	808,379
100	134-075	128-140	5-255	4.4%	0-164	0.4%	62%	False	False	646,835
120	134-075	127-310	6-085	4.7%	0-138	0.3%	65%	False	False	539,029

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	0-054
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-298
2.618	133-085
1.618	132-275
1.000	132-195
0.618	132-145
HIGH	132-065
0.618	132-015
0.500	132-000
0.382	131-305
LOW	131-255
0.618	131-175
1.000	131-125
1.618	131-045
2.618	130-235
4.250	130-022

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	132-010	132-142
PP	132-005	132-100
S1	132-000	132-058

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

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