ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 18-Aug-2016

Day Change Summary
	Previous	Current
	17-Aug-2016	18-Aug-2016	Change	Change %	Previous Week
Open	132-000	132-070	0-070	0.2%	132-015
High	132-125	132-155	0-030	0.1%	132-290
Low	131-265	132-025	0-080	0.2%	131-255
Close	132-035	132-120	0-085	0.2%	132-170
Range	0-180	0-130	-0-050	-27.8%	1-035
ATR	0-207	0-201	-0-005	-2.7%	0-000
Volume	1,112,006	884,807	-227,199	-20.4%	5,120,204

Daily Pivots for day following 18-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-170	133-115	132-192
R3	133-040	132-305	132-156
R2	132-230	132-230	132-144
R1	132-175	132-175	132-132	132-202
PP	132-100	132-100	132-100	132-114
S1	132-045	132-045	132-108	132-072
S2	131-290	131-290	132-096
S3	131-160	131-235	132-084
S4	131-030	131-105	132-048

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	131-265	1-025	0.8%	0-201	0.5%	51%	False	False	1,084,875
10	133-020	131-255	1-085	1.0%	0-202	0.5%	46%	False	False	1,067,175
20	133-045	131-255	1-110	1.0%	0-194	0.5%	43%	False	False	1,093,506
40	134-075	130-215	3-180	2.7%	0-230	0.5%	48%	False	False	1,203,699
60	134-075	129-055	5-020	3.8%	0-205	0.5%	63%	False	False	1,185,900
80	134-075	129-040	5-035	3.9%	0-194	0.5%	64%	False	False	912,916
100	134-075	128-285	5-110	4.0%	0-173	0.4%	65%	False	False	730,604
120	134-075	127-310	6-085	4.7%	0-151	0.4%	70%	False	False	608,843

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-039
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	134-068
2.618	133-175
1.618	133-045
1.000	132-285
0.618	132-235
HIGH	132-155
0.618	132-105
0.500	132-090
0.382	132-075
LOW	132-025
0.618	131-265
1.000	131-215
1.618	131-135
2.618	131-005
4.250	130-112

Fisher Pivots for day following 18-Aug-2016
Pivot	1 day	3 day
R1	132-110	132-105
PP	132-100	132-090
S1	132-090	132-075

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

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