ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 23-Aug-2016

Day Change Summary
	Previous	Current
	22-Aug-2016	23-Aug-2016	Change	Change %	Previous Week
Open	131-285	132-085	0-120	0.3%	132-175
High	132-100	132-135	0-035	0.1%	132-225
Low	131-220	132-015	0-115	0.3%	131-265
Close	132-090	132-070	-0-020	0.0%	131-305
Range	0-200	0-120	-0-080	-40.0%	0-280
ATR	0-201	0-195	-0-006	-2.9%	0-000
Volume	946,754	1,052,529	105,775	11.2%	5,223,583

Daily Pivots for day following 23-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-113	133-052	132-136
R3	132-313	132-252	132-103
R2	132-193	132-193	132-092
R1	132-132	132-132	132-081	132-102
PP	132-073	132-073	132-073	132-059
S1	132-012	132-012	132-059	131-302
S2	131-273	131-273	132-048
S3	131-153	131-212	132-037
S4	131-033	131-092	132-004

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	132-155	131-220	0-255	0.6%	0-165	0.4%	67%	False	False	996,666
10	132-290	131-220	1-070	0.9%	0-192	0.5%	44%	False	False	1,044,015
20	133-045	131-220	1-145	1.1%	0-197	0.5%	37%	False	False	1,105,355
40	134-075	131-195	2-200	2.0%	0-204	0.5%	23%	False	False	1,139,874
60	134-075	129-055	5-020	3.8%	0-206	0.5%	60%	False	False	1,178,446
80	134-075	129-055	5-020	3.8%	0-194	0.5%	60%	False	False	950,068
100	134-075	128-285	5-110	4.0%	0-177	0.4%	62%	False	False	760,469
120	134-075	127-310	6-085	4.7%	0-154	0.4%	68%	False	False	633,731

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	0-042
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	134-005
2.618	133-129
1.618	133-009
1.000	132-255
0.618	132-209
HIGH	132-135
0.618	132-089
0.500	132-075
0.382	132-061
LOW	132-015
0.618	131-261
1.000	131-215
1.618	131-141
2.618	131-021
4.250	130-145

Fisher Pivots for day following 23-Aug-2016
Pivot	1 day	3 day
R1	132-075	132-053
PP	132-073	132-037
S1	132-072	132-020

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

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