ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 30-Aug-2016

Day Change Summary
	Previous	Current
	29-Aug-2016	30-Aug-2016	Change	Change %	Previous Week
Open	131-120	131-310	0-190	0.5%	131-285
High	132-000	132-010	0-010	0.0%	132-140
Low	131-095	131-220	0-125	0.3%	131-115
Close	131-305	131-285	-0-020	0.0%	131-120
Range	0-225	0-110	-0-115	-51.1%	1-025
ATR	0-194	0-188	-0-006	-3.1%	0-000
Volume	1,642,229	986,143	-656,086	-40.0%	8,122,921

Daily Pivots for day following 30-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-288	132-237	132-026
R3	132-178	132-127	131-315
R2	132-068	132-068	131-305
R1	132-017	132-017	131-295	131-308
PP	131-278	131-278	131-278	131-264
S1	131-227	131-227	131-275	131-198
S2	131-168	131-168	131-265
S3	131-058	131-117	131-255
S4	130-268	131-007	131-224

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	131-095	1-045	0.9%	0-171	0.4%	52%	False	False	1,750,402
10	132-155	131-095	1-060	0.9%	0-168	0.4%	50%	False	False	1,373,534
20	133-030	131-095	1-255	1.4%	0-186	0.4%	33%	False	False	1,227,420
40	134-075	131-095	2-300	2.2%	0-195	0.5%	20%	False	False	1,192,531
60	134-075	130-215	3-180	2.7%	0-204	0.5%	34%	False	False	1,214,664
80	134-075	129-055	5-020	3.8%	0-193	0.5%	54%	False	False	1,058,892
100	134-075	128-285	5-110	4.1%	0-181	0.4%	56%	False	False	847,927
120	134-075	127-310	6-085	4.8%	0-161	0.4%	63%	False	False	706,664

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-045
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-158
2.618	132-298
1.618	132-188
1.000	132-120
0.618	132-078
HIGH	132-010
0.618	131-288
0.500	131-275
0.382	131-262
LOW	131-220
0.618	131-152
1.000	131-110
1.618	131-042
2.618	130-252
4.250	130-072

Fisher Pivots for day following 30-Aug-2016
Pivot	1 day	3 day
R1	131-282	131-282
PP	131-278	131-280
S1	131-275	131-278

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

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