ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	131-265	131-215	-0-050	-0.1%	131-120
High	132-085	132-115	0-030	0.1%	132-085
Low	131-150	131-180	0-030	0.1%	131-095
Close	131-230	132-095	0-185	0.4%	131-230
Range	0-255	0-255	0-000	0.0%	0-310
ATR	0-189	0-194	0-005	2.5%	0-000
Volume	51,220	46,677	-4,543	-8.9%	3,128,259

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-148	134-057	132-235
R3	133-213	133-122	132-165
R2	132-278	132-278	132-142
R1	132-187	132-187	132-118	132-232
PP	132-023	132-023	132-023	132-046
S1	131-252	131-252	132-072	131-298
S2	131-088	131-088	132-048
S3	130-153	130-317	132-025
S4	129-218	130-062	131-275

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	132-115	131-125	0-310	0.7%	0-187	0.4%	94%	True	False	306,541
10	132-140	131-095	1-045	0.9%	0-180	0.4%	88%	False	False	1,035,110
20	132-290	131-095	1-195	1.2%	0-188	0.4%	62%	False	False	1,033,142
40	133-080	131-095	1-305	1.5%	0-192	0.5%	51%	False	False	1,081,344
60	134-075	130-215	3-180	2.7%	0-210	0.5%	46%	False	False	1,164,137
80	134-075	129-055	5-020	3.8%	0-198	0.5%	62%	False	False	1,065,285
100	134-075	128-285	5-110	4.0%	0-187	0.4%	64%	False	False	853,332
120	134-075	128-140	5-255	4.4%	0-168	0.4%	67%	False	False	711,219

Crabel Price Patterns
NR	False
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	0-057

Fibonacci Retracements and Extensions
4.250	135-239
2.618	134-143
1.618	133-208
1.000	133-050
0.618	132-273
HIGH	132-115
0.618	132-018
0.500	131-308
0.382	131-277
LOW	131-180
0.618	131-022
1.000	130-245
1.618	130-087
2.618	129-152
4.250	128-056

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	132-059	132-050
PP	132-023	132-005
S1	131-308	131-280

Download as Excel Spreadsheet

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

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