ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 09-Aug-2016

Day Change Summary
	Previous	Current
	08-Aug-2016	09-Aug-2016	Change	Change %	Previous Week
Open	132-015	131-315	-0-020	0.0%	133-040
High	132-065	132-135	0-070	0.2%	133-040
Low	131-255	131-295	0-040	0.1%	132-015
Close	132-015	132-110	0-095	0.2%	132-045
Range	0-130	0-160	0-030	23.1%	1-025
ATR	0-207	0-204	-0-003	-1.6%	0-000
Volume	978,792	924,123	-54,669	-5.6%	5,899,425

Daily Pivots for day following 09-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-233	133-172	132-198
R3	133-073	133-012	132-154
R2	132-233	132-233	132-139
R1	132-172	132-172	132-125	132-202
PP	132-073	132-073	132-073	132-089
S1	132-012	132-012	132-095	132-042
S2	131-233	131-233	132-081
S3	131-073	131-172	132-066
S4	130-233	131-012	132-022

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%	0-188	0.4%	42%	False	False	1,071,248
10	133-045	131-255	1-110	1.0%	0-202	0.5%	41%	False	False	1,166,695
20	133-045	131-195	1-170	1.2%	0-189	0.4%	48%	False	False	1,104,184
40	134-075	130-215	3-180	2.7%	0-222	0.5%	47%	False	False	1,225,173
60	134-075	129-055	5-020	3.8%	0-201	0.5%	63%	False	False	1,091,008
80	134-075	128-285	5-110	4.0%	0-187	0.4%	65%	False	False	819,918
100	134-075	128-140	5-255	4.4%	0-165	0.4%	67%	False	False	656,076
120	134-075	127-310	6-085	4.7%	0-139	0.3%	70%	False	False	546,730

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-175
2.618	133-234
1.618	133-074
1.000	132-295
0.618	132-234
HIGH	132-135
0.618	132-074
0.500	132-055
0.382	132-036
LOW	131-295
0.618	131-196
1.000	131-135
1.618	131-036
2.618	130-196
4.250	129-255

Fisher Pivots for day following 09-Aug-2016
Pivot	1 day	3 day
R1	132-092	132-138
PP	132-073	132-128
S1	132-055	132-119

Download as Excel Spreadsheet

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

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