ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	132-135	131-285	-0-170	-0.4%	132-175
High	132-140	132-100	-0-040	-0.1%	132-225
Low	131-265	131-220	-0-045	-0.1%	131-265
Close	131-305	132-090	0-105	0.2%	131-305
Range	0-195	0-200	0-005	2.6%	0-280
ATR	0-201	0-201	0-000	0.0%	0-000
Volume	987,238	946,754	-40,484	-4.1%	5,223,583

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-310	133-240	132-200
R3	133-110	133-040	132-145
R2	132-230	132-230	132-127
R1	132-160	132-160	132-108	132-195
PP	132-030	132-030	132-030	132-048
S1	131-280	131-280	132-072	131-315
S2	131-150	131-150	132-053
S3	130-270	131-080	132-035
S4	130-070	130-200	131-300

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-252	134-078	132-139
R3	133-292	133-118	132-062
R2	133-012	133-012	132-036
R1	132-158	132-158	132-011	132-105
PP	132-052	132-052	132-052	132-025
S1	131-198	131-198	131-279	131-145
S2	131-092	131-092	131-254
S3	130-132	130-238	131-228
S4	129-172	129-278	131-151

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-205	131-220	0-305	0.7%	0-190	0.4%	62%	False	True	1,078,148
10	132-290	131-220	1-070	0.9%	0-196	0.5%	49%	False	True	1,031,174
20	133-045	131-220	1-145	1.1%	0-198	0.5%	41%	False	True	1,103,880
40	134-075	131-195	2-200	2.0%	0-208	0.5%	26%	False	False	1,146,474
60	134-075	129-055	5-020	3.8%	0-207	0.5%	61%	False	False	1,174,925
80	134-075	129-055	5-020	3.8%	0-195	0.5%	61%	False	False	936,950
100	134-075	128-285	5-110	4.0%	0-176	0.4%	63%	False	False	749,944
120	134-075	127-310	6-085	4.7%	0-153	0.4%	69%	False	False	624,960

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	0-040
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-310
2.618	133-304
1.618	133-104
1.000	132-300
0.618	132-224
HIGH	132-100
0.618	132-024
0.500	132-000
0.382	131-296
LOW	131-220
0.618	131-096
1.000	131-020
1.618	130-216
2.618	130-016
4.250	129-010

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	132-060	132-069
PP	132-030	132-048
S1	132-000	132-028

Download as Excel Spreadsheet

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

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