ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	131-080	131-160	0-080	0.2%	131-215
High	131-185	131-235	0-050	0.1%	132-155
Low	131-050	130-260	-0-110	-0.3%	131-085
Close	131-145	130-310	-0-155	-0.4%	131-100
Range	0-135	0-295	0-160	118.5%	1-070
ATR	0-186	0-193	0-008	4.2%	0-000
Volume	7,411	31,255	23,844	321.7%	153,883

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-300	133-120	131-152
R3	133-005	132-145	131-071
R2	132-030	132-030	131-044
R1	131-170	131-170	131-017	131-112
PP	131-055	131-055	131-055	131-026
S1	130-195	130-195	130-283	130-138
S2	130-080	130-080	130-256
S3	129-105	129-220	130-229
S4	128-130	128-245	130-148

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	130-260	1-215	1.3%	0-187	0.4%	9%	False	True	29,174
10	132-155	130-260	1-215	1.3%	0-187	0.4%	9%	False	True	167,857
20	132-205	130-260	1-265	1.4%	0-184	0.4%	9%	False	True	794,385
40	133-045	130-260	2-105	1.8%	0-188	0.4%	7%	False	True	932,732
60	134-075	130-215	3-180	2.7%	0-211	0.5%	8%	False	False	1,058,040
80	134-075	129-055	5-020	3.9%	0-197	0.5%	35%	False	False	1,062,588
100	134-075	128-285	5-110	4.1%	0-190	0.5%	39%	False	False	854,708
120	134-075	128-245	5-150	4.2%	0-173	0.4%	40%	False	False	712,433

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-050
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	135-209
2.618	134-047
1.618	133-072
1.000	132-210
0.618	132-097
HIGH	131-235
0.618	131-122
0.500	131-088
0.382	131-053
LOW	130-260
0.618	130-078
1.000	129-285
1.618	129-103
2.618	128-128
4.250	126-286

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	131-088	131-105
PP	131-055	131-067
S1	131-022	131-028

Download as Excel Spreadsheet

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

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