ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	131-295	131-235	-0-060	-0.1%	131-285
High	132-025	132-005	-0-020	0.0%	132-140
Low	131-230	131-125	-0-105	-0.2%	131-115
Close	131-280	131-285	0-005	0.0%	131-120
Range	0-115	0-200	0-085	73.9%	1-025
ATR	0-183	0-184	0-001	0.7%	0-000
Volume	256,770	191,897	-64,873	-25.3%	8,122,921

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-205	133-125	132-075
R3	133-005	132-245	132-020
R2	132-125	132-125	132-002
R1	132-045	132-045	131-303	132-085
PP	131-245	131-245	131-245	131-265
S1	131-165	131-165	131-267	131-205
S2	131-045	131-045	131-248
S3	130-165	130-285	131-230
S4	129-285	130-085	131-175

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%	0-199	0.5%	52%	False	False	1,167,219
10	132-140	131-095	1-045	0.9%	0-168	0.4%	52%	False	False	1,218,719
20	133-020	131-095	1-245	1.3%	0-185	0.4%	34%	False	False	1,142,947
40	134-005	131-095	2-230	2.1%	0-193	0.5%	22%	False	False	1,138,608
60	134-075	130-215	3-180	2.7%	0-206	0.5%	34%	False	False	1,197,872
80	134-075	129-055	5-020	3.8%	0-194	0.5%	54%	False	False	1,064,349
100	134-075	128-285	5-110	4.1%	0-183	0.4%	56%	False	False	852,380
120	134-075	128-010	6-065	4.7%	0-164	0.4%	62%	False	False	710,403

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	0-049
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-215
2.618	133-209
1.618	133-009
1.000	132-205
0.618	132-129
HIGH	132-005
0.618	131-249
0.500	131-225
0.382	131-201
LOW	131-125
0.618	131-001
1.000	130-245
1.618	130-121
2.618	129-241
4.250	128-235

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	131-265	131-268
PP	131-245	131-252
S1	131-225	131-235

Download as Excel Spreadsheet

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

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