ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 16-Sep-2016

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	131-120	131-185	0-065	0.2%	131-080
High	131-260	131-265	0-005	0.0%	131-265
Low	131-040	131-125	0-085	0.2%	130-260
Close	131-145	131-130	-0-015	0.0%	131-130
Range	0-220	0-140	-0-080	-36.4%	1-005
ATR	0-194	0-190	-0-004	-2.0%	0-000
Volume	12,250	2,441	-9,809	-80.1%	92,060

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-273	132-182	131-207
R3	132-133	132-042	131-168
R2	131-313	131-313	131-156
R1	131-222	131-222	131-143	131-198
PP	131-173	131-173	131-173	131-161
S1	131-082	131-082	131-117	131-058
S2	131-033	131-033	131-104
S3	130-213	130-262	131-092
S4	130-073	130-122	131-053

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-127	133-293	131-309
R3	133-122	132-288	131-219
R2	132-117	132-117	131-190
R1	131-283	131-283	131-160	132-040
PP	131-112	131-112	131-112	131-150
S1	130-278	130-278	131-100	131-035
S2	130-107	130-107	131-070
S3	129-102	129-273	131-041
S4	128-097	128-268	130-271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-265	130-260	1-005	0.8%	0-192	0.5%	58%	True	False	18,412
10	132-155	130-260	1-215	1.3%	0-198	0.5%	36%	False	False	29,716
20	132-155	130-260	1-215	1.3%	0-183	0.4%	36%	False	False	624,218
40	133-045	130-260	2-105	1.8%	0-189	0.4%	26%	False	False	858,862
60	134-075	130-215	3-180	2.7%	0-215	0.5%	21%	False	False	1,010,539
80	134-075	129-055	5-020	3.9%	0-199	0.5%	44%	False	False	1,045,479
100	134-075	129-040	5-035	3.9%	0-192	0.5%	45%	False	False	855,176
120	134-075	128-285	5-110	4.1%	0-175	0.4%	47%	False	False	712,873

Crabel Price Patterns
NR	True
NR4	True
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	0-051
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-220
2.618	132-312
1.618	132-172
1.000	132-085
0.618	132-032
HIGH	131-265
0.618	131-212
0.500	131-195
0.382	131-178
LOW	131-125
0.618	131-038
1.000	130-305
1.618	130-218
2.618	130-078
4.250	129-170

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	131-195	131-128
PP	131-173	131-125
S1	131-152	131-122

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

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