ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 11-Aug-2016

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	132-100	132-225	0-125	0.3%	133-040
High	132-250	132-250	0-000	0.0%	133-040
Low	132-100	132-000	-0-100	-0.2%	132-015
Close	132-235	132-015	-0-220	-0.5%	132-045
Range	0-150	0-250	0-100	66.7%	1-025
ATR	0-200	0-204	0-004	1.8%	0-000
Volume	1,027,376	1,001,879	-25,497	-2.5%	5,899,425

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-198	134-037	132-152
R3	133-268	133-107	132-084
R2	133-018	133-018	132-061
R1	132-177	132-177	132-038	132-132
PP	132-088	132-088	132-088	132-066
S1	131-247	131-247	131-312	131-202
S2	131-158	131-158	131-289
S3	130-228	130-317	131-266
S4	129-298	130-067	131-198

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	133-020	131-255	1-085	1.0%	0-203	0.5%	20%	False	False	1,049,475
10	133-045	131-255	1-110	1.0%	0-202	0.5%	19%	False	False	1,141,583
20	133-045	131-195	1-170	1.2%	0-190	0.4%	29%	False	False	1,077,253
40	134-075	130-215	3-180	2.7%	0-222	0.5%	39%	False	False	1,207,442
60	134-075	129-055	5-020	3.8%	0-203	0.5%	57%	False	False	1,123,612
80	134-075	128-285	5-110	4.0%	0-190	0.4%	59%	False	False	845,249
100	134-075	128-140	5-255	4.4%	0-168	0.4%	62%	False	False	676,368
120	134-075	127-310	6-085	4.7%	0-142	0.3%	65%	False	False	563,640

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-039
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	136-032
2.618	134-264
1.618	134-014
1.000	133-180
0.618	133-084
HIGH	132-250
0.618	132-154
0.500	132-125
0.382	132-096
LOW	132-000
0.618	131-166
1.000	131-070
1.618	130-236
2.618	129-306
4.250	128-218

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	132-125	132-112
PP	132-088	132-080
S1	132-052	132-048

Download as Excel Spreadsheet

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

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