ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 25-Aug-2016

Day Change Summary
	Previous	Current
	24-Aug-2016	25-Aug-2016	Change	Change %	Previous Week
Open	132-090	132-060	-0-030	-0.1%	132-175
High	132-115	132-095	-0-020	0.0%	132-225
Low	132-035	132-000	-0-035	-0.1%	131-265
Close	132-070	132-020	-0-050	-0.1%	131-305
Range	0-080	0-095	0-015	18.8%	0-280
ATR	0-187	0-180	-0-007	-3.5%	0-000
Volume	1,300,976	2,063,603	762,627	58.6%	5,223,583

Daily Pivots for day following 25-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-003	132-267	132-072
R3	132-228	132-172	132-046
R2	132-133	132-133	132-037
R1	132-077	132-077	132-029	132-058
PP	132-038	132-038	132-038	132-029
S1	131-302	131-302	132-011	131-282
S2	131-263	131-263	132-003
S3	131-168	131-207	131-314
S4	131-073	131-112	131-288

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	132-140	131-220	0-240	0.6%	0-138	0.3%	50%	False	False	1,270,220
10	132-290	131-220	1-070	0.9%	0-170	0.4%	31%	False	False	1,177,547
20	133-045	131-220	1-145	1.1%	0-186	0.4%	26%	False	False	1,159,565
40	134-075	131-195	2-200	2.0%	0-200	0.5%	17%	False	False	1,168,124
60	134-075	129-180	4-215	3.5%	0-204	0.5%	54%	False	False	1,188,622
80	134-075	129-055	5-020	3.8%	0-192	0.5%	57%	False	False	991,885
100	134-075	128-285	5-110	4.0%	0-177	0.4%	59%	False	False	794,111
120	134-075	127-310	6-085	4.7%	0-156	0.4%	65%	False	False	661,769

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-179
2.618	133-024
1.618	132-249
1.000	132-190
0.618	132-154
HIGH	132-095
0.618	132-059
0.500	132-048
0.382	132-036
LOW	132-000
0.618	131-261
1.000	131-225
1.618	131-166
2.618	131-071
4.250	130-236

Fisher Pivots for day following 25-Aug-2016
Pivot	1 day	3 day
R1	132-048	132-068
PP	132-038	132-052
S1	132-029	132-036

Download as Excel Spreadsheet

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

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