ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	130-210	130-235	0-025	0.1%	131-015
High	130-210	130-235	0-025	0.1%	131-265
Low	130-210	130-015	-0-195	-0.5%	131-015
Close	130-210	130-020	-0-190	-0.5%	131-045
Range	0-000	0-220	0-220		0-250
ATR	0-101	0-109	0-009	8.5%	0-000
Volume	0	3	3		5

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-110	131-285	130-141
R3	131-210	131-065	130-080
R2	130-310	130-310	130-060
R1	130-165	130-165	130-040	130-128
PP	130-090	130-090	130-090	130-071
S1	129-265	129-265	130-000	129-228
S2	129-190	129-190	129-300
S3	128-290	129-045	129-280
S4	128-070	128-145	129-219

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-218	133-062	131-182
R3	132-288	132-132	131-114
R2	132-038	132-038	131-091
R1	131-202	131-202	131-068	131-280
PP	131-108	131-108	131-108	131-147
S1	130-272	130-272	131-022	131-030
S2	130-178	130-178	130-319
S3	129-248	130-022	130-296
S4	128-318	129-092	130-228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-265	130-015	1-250	1.4%	0-088	0.2%	1%	False	True
10	131-265	130-015	1-250	1.4%	0-078	0.2%	1%	False	True
20	131-265	128-295	2-290	2.2%	0-046	0.1%	39%	False	False	1
40	131-265	128-195	3-070	2.5%	0-023	0.1%	45%	False	False
60	131-265	128-045	3-220	2.8%	0-015	0.0%	52%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-002
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-210
2.618	132-171
1.618	131-271
1.000	131-135
0.618	131-051
HIGH	130-235
0.618	130-151
0.500	130-125
0.382	130-099
LOW	130-015
0.618	129-199
1.000	129-115
1.618	128-299
2.618	128-079
4.250	127-040

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	130-125	130-125
PP	130-090	130-090
S1	130-055	130-055

Download as Excel Spreadsheet

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

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