ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 31-Aug-2016

Day Change Summary
	Previous	Current
	30-Aug-2016	31-Aug-2016	Change	Change %	Previous Week
Open	131-310	131-295	-0-015	0.0%	131-285
High	132-010	132-025	0-015	0.0%	132-140
Low	131-220	131-230	0-010	0.0%	131-115
Close	131-285	131-280	-0-005	0.0%	131-120
Range	0-110	0-115	0-005	4.5%	1-025
ATR	0-188	0-183	-0-005	-2.8%	0-000
Volume	986,143	256,770	-729,373	-74.0%	8,122,921

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-310	132-250	132-023
R3	132-195	132-135	131-312
R2	132-080	132-080	131-301
R1	132-020	132-020	131-291	131-312
PP	131-285	131-285	131-285	131-271
S1	131-225	131-225	131-269	131-198
S2	131-170	131-170	131-259
S3	131-055	131-110	131-248
S4	130-260	130-315	131-217

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%	0-178	0.4%	51%	False	False	1,541,560
10	132-155	131-095	1-060	0.9%	0-162	0.4%	49%	False	False	1,288,010
20	133-030	131-095	1-255	1.4%	0-186	0.4%	32%	False	False	1,189,134
40	134-005	131-095	2-230	2.1%	0-192	0.5%	21%	False	False	1,163,106
60	134-075	130-215	3-180	2.7%	0-204	0.5%	34%	False	False	1,207,895
80	134-075	129-055	5-020	3.8%	0-193	0.5%	53%	False	False	1,061,980
100	134-075	128-285	5-110	4.1%	0-181	0.4%	56%	False	False	850,481
120	134-075	128-010	6-065	4.7%	0-162	0.4%	62%	False	False	708,804

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-194
2.618	133-006
1.618	132-211
1.000	132-140
0.618	132-096
HIGH	132-025
0.618	131-301
0.500	131-288
0.382	131-274
LOW	131-230
0.618	131-159
1.000	131-115
1.618	131-044
2.618	130-249
4.250	130-061

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	131-288	131-260
PP	131-285	131-240
S1	131-282	131-220

Download as Excel Spreadsheet

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

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