ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 28-Jun-2016

Day Change Summary
	Previous	Current
	27-Jun-2016	28-Jun-2016	Change	Change %	Previous Week
Open	132-170	132-030	-0-140	-0.3%	130-235
High	132-170	132-130	-0-040	-0.1%	133-060
Low	132-170	132-030	-0-140	-0.3%	130-015
Close	132-170	132-100	-0-070	-0.2%	131-200
Range	0-000	0-100	0-100		3-045
ATR	0-181	0-178	-0-003	-1.6%	0-000
Volume	0	56	56		14

Daily Pivots for day following 28-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-067	133-023	132-155
R3	132-287	132-243	132-128
R2	132-187	132-187	132-118
R1	132-143	132-143	132-109	132-165
PP	132-087	132-087	132-087	132-098
S1	132-043	132-043	132-091	132-065
S2	131-307	131-307	132-082
S3	131-207	131-263	132-072
S4	131-107	131-163	132-045

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	141-013	139-152	133-113
R3	137-288	136-107	132-156
R2	134-243	134-243	132-064
R1	133-062	133-062	131-292	133-312
PP	131-198	131-198	131-198	132-004
S1	130-017	130-017	131-108	130-268
S2	128-153	128-153	131-016
S3	125-108	126-292	130-244
S4	122-063	123-247	129-287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-060	130-015	3-045	2.4%	0-257	0.6%	72%	False	False	13
10	133-060	130-015	3-045	2.4%	0-163	0.4%	72%	False	False	7
20	133-060	128-295	4-085	3.2%	0-100	0.2%	79%	False	False	4
40	133-060	128-195	4-185	3.5%	0-050	0.1%	81%	False	False	2
60	133-060	128-045	5-015	3.8%	0-033	0.1%	83%	False	False	1

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	0-002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-235
2.618	133-072
1.618	132-292
1.000	132-230
0.618	132-192
HIGH	132-130
0.618	132-092
0.500	132-080
0.382	132-068
LOW	132-030
0.618	131-288
1.000	131-250
1.618	131-188
2.618	131-088
4.250	130-245

Fisher Pivots for day following 28-Jun-2016
Pivot	1 day	3 day
R1	132-093	132-033
PP	132-087	131-285
S1	132-080	131-218

Download as Excel Spreadsheet

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

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