ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 14-Sep-2016

Day Change Summary
	Previous	Current
	13-Sep-2016	14-Sep-2016	Change	Change %	Previous Week
Open	131-160	131-010	-0-150	-0.4%	131-215
High	131-235	131-150	-0-085	-0.2%	132-155
Low	130-260	130-300	0-040	0.1%	131-085
Close	130-310	131-140	0-150	0.4%	131-100
Range	0-295	0-170	-0-125	-42.4%	1-070
ATR	0-193	0-192	-0-002	-0.9%	0-000
Volume	31,255	38,703	7,448	23.8%	153,883

Daily Pivots for day following 14-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-280	132-220	131-234
R3	132-110	132-050	131-187
R2	131-260	131-260	131-171
R1	131-200	131-200	131-156	131-230
PP	131-090	131-090	131-090	131-105
S1	131-030	131-030	131-124	131-060
S2	130-240	130-240	131-109
S3	130-070	130-180	131-093
S4	129-220	130-010	131-046

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	132-115	130-260	1-175	1.2%	0-204	0.5%	40%	False	False	25,359
10	132-155	130-260	1-215	1.3%	0-193	0.5%	37%	False	False	73,113
20	132-155	130-260	1-215	1.3%	0-180	0.4%	37%	False	False	723,324
40	133-045	130-260	2-105	1.8%	0-189	0.5%	27%	False	False	911,514
60	134-075	130-215	3-180	2.7%	0-212	0.5%	21%	False	False	1,041,941
80	134-075	129-055	5-020	3.9%	0-198	0.5%	45%	False	False	1,062,334
100	134-075	128-285	5-110	4.1%	0-190	0.5%	48%	False	False	855,085
120	134-075	128-245	5-150	4.2%	0-175	0.4%	49%	False	False	712,756

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-232
2.618	132-275
1.618	132-105
1.000	132-000
0.618	131-255
HIGH	131-150
0.618	131-085
0.500	131-065
0.382	131-045
LOW	130-300
0.618	130-195
1.000	130-130
1.618	130-025
2.618	129-175
4.250	128-218

Fisher Pivots for day following 14-Sep-2016
Pivot	1 day	3 day
R1	131-115	131-122
PP	131-090	131-105
S1	131-065	131-088

Download as Excel Spreadsheet

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

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