ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	132-090	131-245	-0-165	-0.4%	131-215
High	132-115	131-270	-0-165	-0.4%	132-155
Low	131-200	131-085	-0-115	-0.3%	131-085
Close	131-215	131-100	-0-115	-0.3%	131-100
Range	0-235	0-185	-0-050	-21.3%	1-070
ATR	0-190	0-189	0-000	-0.2%	0-000
Volume	23,808	25,620	1,812	7.6%	153,883

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-067	132-268	131-202
R3	132-202	132-083	131-151
R2	132-017	132-017	131-134
R1	131-218	131-218	131-117	131-185
PP	131-152	131-152	131-152	131-135
S1	131-033	131-033	131-083	131-000
S2	130-287	130-287	131-066
S3	130-102	130-168	131-049
S4	129-237	129-303	130-318

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-110	134-175	131-314
R3	134-040	133-105	131-207
R2	132-290	132-290	131-172
R1	132-035	132-035	131-136	131-288
PP	131-220	131-220	131-220	131-186
S1	130-285	130-285	131-064	130-218
S2	130-150	130-150	131-028
S3	129-080	129-215	130-313
S4	128-010	128-145	130-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-155	131-085	1-070	0.9%	0-203	0.5%	4%	False	True	41,020
10	132-155	131-085	1-070	0.9%	0-201	0.5%	4%	False	True	604,120
20	132-290	131-085	1-205	1.2%	0-185	0.4%	3%	False	True	890,834
40	133-045	131-085	1-280	1.4%	0-188	0.4%	3%	False	True	984,043
60	134-075	130-215	3-180	2.7%	0-210	0.5%	18%	False	False	1,101,906
80	134-075	129-055	5-020	3.9%	0-198	0.5%	42%	False	False	1,065,417
100	134-075	128-285	5-110	4.1%	0-189	0.4%	45%	False	False	854,366
120	134-075	128-140	5-255	4.4%	0-171	0.4%	50%	False	False	712,112

Crabel Price Patterns
NR	True
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	0-054
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-096
2.618	133-114
1.618	132-249
1.000	132-135
0.618	132-064
HIGH	131-270
0.618	131-199
0.500	131-178
0.382	131-156
LOW	131-085
0.618	130-291
1.000	130-220
1.618	130-106
2.618	129-241
4.250	128-259

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	131-178	131-280
PP	131-152	131-220
S1	131-126	131-160

Download as Excel Spreadsheet

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

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