ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 15-Jun-2016

Day Change Summary
	Previous	Current
	14-Jun-2016	15-Jun-2016	Change	Change %	Previous Week
Open	131-050	131-155	0-105	0.3%	130-185
High	131-050	131-155	0-105	0.3%	130-290
Low	131-020	131-115	0-095	0.2%	130-100
Close	131-020	131-115	0-095	0.2%	130-290
Range	0-030	0-040	0-010	33.3%	0-190
ATR	0-093	0-096	0-003	3.2%	0-000
Volume	1	1	0	0.0%	16

Daily Pivots for day following 15-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-248	131-222	131-137
R3	131-208	131-182	131-126
R2	131-168	131-168	131-122
R1	131-142	131-142	131-119	131-135
PP	131-128	131-128	131-128	131-125
S1	131-102	131-102	131-111	131-095
S2	131-088	131-088	131-108
S3	131-048	131-062	131-104
S4	131-008	131-022	131-093

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-157	132-093	131-075
R3	131-287	131-223	131-022
R2	131-097	131-097	131-005
R1	131-033	131-033	130-307	131-065
PP	130-227	130-227	130-227	130-243
S1	130-163	130-163	130-273	130-195
S2	130-037	130-037	130-255
S3	129-167	129-293	130-238
S4	128-297	129-103	130-186

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-155	130-105	1-050	0.9%	0-061	0.1%	89%	True	False	1
10	131-155	129-080	2-075	1.7%	0-040	0.1%	94%	True	False	1
20	131-155	128-195	2-280	2.2%	0-020	0.0%	96%	True	False
40	131-155	128-045	3-110	2.5%	0-010	0.0%	96%	True	False
60	131-155	128-045	3-110	2.5%	0-007	0.0%	96%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-001
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-005
2.618	131-260
1.618	131-220
1.000	131-195
0.618	131-180
HIGH	131-155
0.618	131-140
0.500	131-135
0.382	131-130
LOW	131-115
0.618	131-090
1.000	131-075
1.618	131-050
2.618	131-010
4.250	130-265

Fisher Pivots for day following 15-Jun-2016
Pivot	1 day	3 day
R1	131-135	131-105
PP	131-128	131-095
S1	131-122	131-085

Download as Excel Spreadsheet

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

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