ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	131-235	131-265	0-030	0.1%	131-120
High	132-005	132-085	0-080	0.2%	132-085
Low	131-125	131-150	0-025	0.1%	131-095
Close	131-285	131-230	-0-055	-0.1%	131-230
Range	0-200	0-255	0-055	27.5%	0-310
ATR	0-184	0-189	0-005	2.7%	0-000
Volume	191,897	51,220	-140,677	-73.3%	3,128,259

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-067	133-243	132-050
R3	133-132	132-308	131-300
R2	132-197	132-197	131-277
R1	132-053	132-053	131-253	131-318
PP	131-262	131-262	131-262	131-234
S1	131-118	131-118	131-207	131-062
S2	131-007	131-007	131-183
S3	130-072	130-183	131-160
S4	129-137	129-248	131-090

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-213	134-052	132-080
R3	133-223	133-062	131-315
R2	132-233	132-233	131-287
R1	132-072	132-072	131-258	132-152
PP	131-243	131-243	131-243	131-284
S1	131-082	131-082	131-202	131-162
S2	130-253	130-253	131-173
S3	129-263	130-092	131-145
S4	128-273	129-102	131-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-085	131-095	0-310	0.7%	0-181	0.4%	44%	True	False	625,651
10	132-140	131-095	1-045	0.9%	0-174	0.4%	37%	False	False	1,125,118
20	132-290	131-095	1-195	1.2%	0-182	0.4%	26%	False	False	1,079,748
40	133-285	131-095	2-190	2.0%	0-191	0.5%	16%	False	False	1,103,496
60	134-075	130-215	3-180	2.7%	0-209	0.5%	29%	False	False	1,181,646
80	134-075	129-055	5-020	3.8%	0-196	0.5%	50%	False	False	1,064,891
100	134-075	128-285	5-110	4.1%	0-184	0.4%	53%	False	False	852,881
120	134-075	128-140	5-255	4.4%	0-166	0.4%	57%	False	False	710,830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135-209
2.618	134-113
1.618	133-178
1.000	133-020
0.618	132-243
HIGH	132-085
0.618	131-308
0.500	131-278
0.382	131-247
LOW	131-150
0.618	130-312
1.000	130-215
1.618	130-057
2.618	129-122
4.250	128-026

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	131-278	131-265
PP	131-262	131-253
S1	131-246	131-242

Download as Excel Spreadsheet

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

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