ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 12-Sep-2016

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	131-245	131-080	-0-165	-0.4%	131-215
High	131-270	131-185	-0-085	-0.2%	132-155
Low	131-085	131-050	-0-035	-0.1%	131-085
Close	131-100	131-145	0-045	0.1%	131-100
Range	0-185	0-135	-0-050	-27.0%	1-070
ATR	0-189	0-186	-0-004	-2.1%	0-000
Volume	25,620	7,411	-18,209	-71.1%	153,883

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-212	132-153	131-219
R3	132-077	132-018	131-182
R2	131-262	131-262	131-170
R1	131-203	131-203	131-157	131-232
PP	131-127	131-127	131-127	131-141
S1	131-068	131-068	131-133	131-098
S2	130-312	130-312	131-120
S3	130-177	130-253	131-108
S4	130-042	130-118	131-071

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	131-050	1-105	1.0%	0-179	0.4%	22%	False	True	32,258
10	132-155	131-050	1-105	1.0%	0-180	0.4%	22%	False	True	328,955
20	132-225	131-050	1-175	1.2%	0-178	0.4%	19%	False	True	831,802
40	133-045	131-050	1-315	1.5%	0-185	0.4%	15%	False	True	953,321
60	134-075	130-215	3-180	2.7%	0-209	0.5%	22%	False	False	1,077,022
80	134-075	129-055	5-020	3.9%	0-196	0.5%	45%	False	False	1,063,906
100	134-075	128-285	5-110	4.1%	0-188	0.4%	48%	False	False	854,420
120	134-075	128-235	5-160	4.2%	0-172	0.4%	49%	False	False	712,173

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	True
Bull Hook	False
Stretch	0-045
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-119
2.618	132-218
1.618	132-083
1.000	132-000
0.618	131-268
HIGH	131-185
0.618	131-133
0.500	131-118
0.382	131-102
LOW	131-050
0.618	130-287
1.000	130-235
1.618	130-152
2.618	130-017
4.250	129-116

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	131-136	131-242
PP	131-127	131-210
S1	131-118	131-178

Download as Excel Spreadsheet

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

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