ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	132-105	132-090	-0-015	0.0%	131-120
High	132-155	132-115	-0-040	-0.1%	132-085
Low	132-070	131-200	-0-190	-0.4%	131-095
Close	132-095	131-215	-0-200	-0.5%	131-230
Range	0-085	0-235	0-150	176.5%	0-310
ATR	0-186	0-190	0-003	1.9%	0-000
Volume	57,778	23,808	-33,970	-58.8%	3,128,259

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-028	133-197	132-024
R3	133-113	132-282	131-280
R2	132-198	132-198	131-258
R1	132-047	132-047	131-237	132-005
PP	131-283	131-283	131-283	131-262
S1	131-132	131-132	131-193	131-090
S2	131-048	131-048	131-172
S3	130-133	130-217	131-150
S4	129-218	129-302	131-086

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	132-155	131-125	1-030	0.8%	0-206	0.5%	26%	False	False	74,276
10	132-155	131-095	1-060	0.9%	0-192	0.5%	32%	False	False	807,918
20	132-290	131-095	1-195	1.2%	0-188	0.4%	23%	False	False	939,646
40	133-045	131-095	1-270	1.4%	0-189	0.4%	20%	False	False	1,017,560
60	134-075	130-215	3-180	2.7%	0-210	0.5%	28%	False	False	1,120,462
80	134-075	129-055	5-020	3.8%	0-197	0.5%	49%	False	False	1,065,589
100	134-075	128-285	5-110	4.1%	0-188	0.4%	52%	False	False	854,126
120	134-075	128-140	5-255	4.4%	0-170	0.4%	56%	False	False	711,899

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	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-154
2.618	134-090
1.618	133-175
1.000	133-030
0.618	132-260
HIGH	132-115
0.618	132-025
0.500	131-318
0.382	131-290
LOW	131-200
0.618	131-055
1.000	130-285
1.618	130-140
2.618	129-225
4.250	128-161

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	131-318	132-008
PP	131-283	131-290
S1	131-249	131-252

Download as Excel Spreadsheet

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

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