ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	132-225	132-030	-0-195	-0.5%	132-015
High	132-250	132-290	0-040	0.1%	132-290
Low	132-000	132-010	0-010	0.0%	131-255
Close	132-015	132-170	0-155	0.4%	132-170
Range	0-250	0-280	0-030	12.0%	1-035
ATR	0-204	0-209	0-005	2.7%	0-000
Volume	1,001,879	1,188,034	186,155	18.6%	5,120,204

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-037	134-223	133-004
R3	134-077	133-263	132-247
R2	133-117	133-117	132-221
R1	132-303	132-303	132-196	133-050
PP	132-157	132-157	132-157	132-190
S1	132-023	132-023	132-144	132-090
S2	131-197	131-197	132-119
S3	130-237	131-063	132-093
S4	129-277	130-103	132-016

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-237	135-078	133-045
R3	134-202	134-043	132-268
R2	133-167	133-167	132-235
R1	133-008	133-008	132-203	133-088
PP	132-132	132-132	132-132	132-171
S1	131-293	131-293	132-137	132-052
S2	131-097	131-097	132-105
S3	130-062	130-258	132-072
S4	129-027	129-223	131-295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-290	131-255	1-035	0.8%	0-194	0.5%	66%	True	False	1,024,040
10	133-040	131-255	1-105	1.0%	0-196	0.5%	55%	False	False	1,101,962
20	133-045	131-195	1-170	1.2%	0-192	0.5%	60%	False	False	1,074,839
40	134-075	130-215	3-180	2.7%	0-224	0.5%	52%	False	False	1,199,632
60	134-075	129-055	5-020	3.8%	0-201	0.5%	66%	False	False	1,141,274
80	134-075	128-285	5-110	4.0%	0-190	0.4%	68%	False	False	860,074
100	134-075	128-235	5-160	4.1%	0-171	0.4%	69%	False	False	688,247
120	134-075	127-310	6-085	4.7%	0-145	0.3%	73%	False	False	573,541

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	0-026
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136-200
2.618	135-063
1.618	134-103
1.000	133-250
0.618	133-143
HIGH	132-290
0.618	132-183
0.500	132-150
0.382	132-117
LOW	132-010
0.618	131-157
1.000	131-050
1.618	130-197
2.618	129-237
4.250	128-100

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	132-163	132-162
PP	132-157	132-153
S1	132-150	132-145

Download as Excel Spreadsheet

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

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