ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 24-Aug-2016

Day Change Summary
	Previous	Current
	23-Aug-2016	24-Aug-2016	Change	Change %	Previous Week
Open	132-085	132-090	0-005	0.0%	132-175
High	132-135	132-115	-0-020	0.0%	132-225
Low	132-015	132-035	0-020	0.0%	131-265
Close	132-070	132-070	0-000	0.0%	131-305
Range	0-120	0-080	-0-040	-33.3%	0-280
ATR	0-195	0-187	-0-008	-4.2%	0-000
Volume	1,052,529	1,300,976	248,447	23.6%	5,223,583

Daily Pivots for day following 24-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-313	132-272	132-114
R3	132-233	132-192	132-092
R2	132-153	132-153	132-085
R1	132-112	132-112	132-077	132-092
PP	132-073	132-073	132-073	132-064
S1	132-032	132-032	132-063	132-012
S2	131-313	131-313	132-055
S3	131-233	131-272	132-048
S4	131-153	131-192	132-026

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%	0-145	0.3%	67%	False	False	1,034,460
10	132-290	131-220	1-070	0.9%	0-185	0.4%	44%	False	False	1,071,375
20	133-045	131-220	1-145	1.1%	0-187	0.4%	37%	False	False	1,111,848
40	134-075	131-195	2-200	2.0%	0-202	0.5%	23%	False	False	1,143,984
60	134-075	129-155	4-240	3.6%	0-205	0.5%	58%	False	False	1,175,010
80	134-075	129-055	5-020	3.8%	0-193	0.5%	60%	False	False	966,230
100	134-075	128-285	5-110	4.0%	0-177	0.4%	62%	False	False	773,479
120	134-075	127-310	6-085	4.7%	0-155	0.4%	68%	False	False	644,573

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	133-135
2.618	133-004
1.618	132-244
1.000	132-195
0.618	132-164
HIGH	132-115
0.618	132-084
0.500	132-075
0.382	132-066
LOW	132-035
0.618	131-306
1.000	131-275
1.618	131-226
2.618	131-146
4.250	131-015

Fisher Pivots for day following 24-Aug-2016
Pivot	1 day	3 day
R1	132-075	132-052
PP	132-073	132-035
S1	132-072	132-018

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

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