ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	132-030	132-175	0-145	0.3%	132-015
High	132-290	132-225	-0-065	-0.2%	132-290
Low	132-010	132-055	0-045	0.1%	131-255
Close	132-170	132-080	-0-090	-0.2%	132-170
Range	0-280	0-170	-0-110	-39.3%	1-035
ATR	0-209	0-206	-0-003	-1.3%	0-000
Volume	1,188,034	779,593	-408,441	-34.4%	5,120,204

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-310	133-205	132-174
R3	133-140	133-035	132-127
R2	132-290	132-290	132-111
R1	132-185	132-185	132-096	132-152
PP	132-120	132-120	132-120	132-104
S1	132-015	132-015	132-064	131-302
S2	131-270	131-270	132-049
S3	131-100	131-165	132-033
S4	130-250	130-315	131-306

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	131-295	0-315	0.7%	0-202	0.5%	33%	False	False	984,201
10	133-030	131-255	1-095	1.0%	0-196	0.5%	35%	False	False	1,077,367
20	133-045	131-195	1-170	1.2%	0-192	0.5%	42%	False	False	1,071,078
40	134-075	130-215	3-180	2.7%	0-225	0.5%	44%	False	False	1,189,868
60	134-075	129-055	5-020	3.8%	0-202	0.5%	61%	False	False	1,151,989
80	134-075	128-285	5-110	4.0%	0-191	0.5%	63%	False	False	869,789
100	134-075	128-245	5-150	4.1%	0-171	0.4%	64%	False	False	696,043
120	134-075	127-310	6-085	4.7%	0-146	0.3%	68%	False	False	580,037

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-308
2.618	134-030
1.618	133-180
1.000	133-075
0.618	133-010
HIGH	132-225
0.618	132-160
0.500	132-140
0.382	132-120
LOW	132-055
0.618	131-270
1.000	131-205
1.618	131-100
2.618	130-250
4.250	129-292

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	132-140	132-145
PP	132-120	132-123
S1	132-100	132-102

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

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