ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	132-060	132-015	-0-045	-0.1%	131-285
High	132-095	132-140	0-045	0.1%	132-140
Low	132-000	131-115	-0-205	-0.5%	131-115
Close	132-020	131-120	-0-220	-0.5%	131-120
Range	0-095	1-025	0-250	263.2%	1-025
ATR	0-180	0-192	0-012	6.5%	0-000
Volume	2,063,603	2,759,059	695,456	33.7%	8,122,921

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-307	134-078	131-310
R3	133-282	133-053	131-215
R2	132-257	132-257	131-183
R1	132-028	132-028	131-152	131-290
PP	131-232	131-232	131-232	131-202
S1	131-003	131-003	131-088	130-265
S2	130-207	130-207	131-057
S3	129-182	129-298	131-025
S4	128-157	128-273	130-250

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-307	134-078	131-310
R3	133-282	133-053	131-215
R2	132-257	132-257	131-183
R1	132-028	132-028	131-152	131-290
PP	131-232	131-232	131-232	131-202
S1	131-003	131-003	131-088	130-265
S2	130-207	130-207	131-057
S3	129-182	129-298	131-025
S4	128-157	128-273	130-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-140	131-115	1-025	0.8%	0-168	0.4%	1%	True	True	1,624,584
10	132-225	131-115	1-110	1.0%	0-176	0.4%	1%	False	True	1,334,650
20	133-040	131-115	1-245	1.3%	0-186	0.4%	1%	False	True	1,218,306
40	134-075	131-115	2-280	2.2%	0-202	0.5%	1%	False	True	1,188,504
60	134-075	129-270	4-125	3.3%	0-208	0.5%	35%	False	False	1,216,226
80	134-075	129-055	5-020	3.9%	0-194	0.5%	44%	False	False	1,026,294
100	134-075	128-285	5-110	4.1%	0-180	0.4%	46%	False	False	821,676
120	134-075	127-310	6-085	4.8%	0-159	0.4%	54%	False	False	684,761

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	137-006
2.618	135-083
1.618	134-058
1.000	133-165
0.618	133-033
HIGH	132-140
0.618	132-008
0.500	131-288
0.382	131-247
LOW	131-115
0.618	130-222
1.000	130-090
1.618	129-197
2.618	128-172
4.250	126-249

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	131-288	131-288
PP	131-232	131-232
S1	131-176	131-176

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

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