ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 16-Aug-2016

Day Change Summary
	Previous	Current
	15-Aug-2016	16-Aug-2016	Change	Change %	Previous Week
Open	132-175	132-070	-0-105	-0.2%	132-015
High	132-225	132-205	-0-020	0.0%	132-290
Low	132-055	131-280	-0-095	-0.2%	131-255
Close	132-080	132-000	-0-080	-0.2%	132-170
Range	0-170	0-245	0-075	44.1%	1-035
ATR	0-206	0-209	0-003	1.3%	0-000
Volume	779,593	1,459,939	680,346	87.3%	5,120,204

Daily Pivots for day following 16-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-150	134-000	132-135
R3	133-225	133-075	132-067
R2	132-300	132-300	132-045
R1	132-150	132-150	132-022	132-102
PP	132-055	132-055	132-055	132-031
S1	131-225	131-225	131-298	131-178
S2	131-130	131-130	131-275
S3	130-205	130-300	131-253
S4	129-280	130-055	131-185

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	131-280	1-010	0.8%	0-219	0.5%	12%	False	True	1,091,364
10	133-030	131-255	1-095	1.0%	0-204	0.5%	16%	False	False	1,081,306
20	133-045	131-195	1-170	1.2%	0-198	0.5%	26%	False	False	1,099,704
40	134-075	130-215	3-180	2.7%	0-228	0.5%	37%	False	False	1,201,249
60	134-075	129-055	5-020	3.8%	0-204	0.5%	56%	False	False	1,175,338
80	134-075	128-285	5-110	4.0%	0-192	0.5%	58%	False	False	888,025
100	134-075	128-245	5-150	4.1%	0-173	0.4%	59%	False	False	710,642
120	134-075	127-310	6-085	4.7%	0-148	0.4%	64%	False	False	592,203

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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-286
2.618	134-206
1.618	133-281
1.000	133-130
0.618	133-036
HIGH	132-205
0.618	132-111
0.500	132-082
0.382	132-054
LOW	131-280
0.618	131-129
1.000	131-035
1.618	130-204
2.618	129-279
4.250	128-199

Fisher Pivots for day following 16-Aug-2016
Pivot	1 day	3 day
R1	132-082	132-125
PP	132-055	132-083
S1	132-028	132-042

Download as Excel Spreadsheet

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

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