ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	132-030	132-080	0-050	0.1%	130-235
High	132-130	132-085	-0-045	-0.1%	133-060
Low	132-030	131-250	-0-100	-0.2%	130-015
Close	132-100	132-040	-0-060	-0.1%	131-200
Range	0-100	0-155	0-055	55.0%	3-045
ATR	0-178	0-178	-0-001	-0.3%	0-000
Volume	56	104	48	85.7%	14

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-163	133-097	132-125
R3	133-008	132-262	132-083
R2	132-173	132-173	132-068
R1	132-107	132-107	132-054	132-062
PP	132-018	132-018	132-018	131-316
S1	131-272	131-272	132-026	131-228
S2	131-183	131-183	132-012
S3	131-028	131-117	131-317
S4	130-193	130-282	131-275

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%	0-288	0.7%	66%	False	False	34
10	133-060	130-015	3-045	2.4%	0-174	0.4%	66%	False	False	17
20	133-060	129-080	3-300	3.0%	0-107	0.3%	73%	False	False	9
40	133-060	128-195	4-185	3.5%	0-054	0.1%	77%	False	False	4
60	133-060	128-045	5-015	3.8%	0-036	0.1%	79%	False	False	3

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 3 trading days

Fibonacci Retracements and Extensions
4.250	134-104
2.618	133-171
1.618	133-016
1.000	132-240
0.618	132-181
HIGH	132-085
0.618	132-026
0.500	132-008
0.382	131-309
LOW	131-250
0.618	131-154
1.000	131-095
1.618	130-319
2.618	130-164
4.250	129-231

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	132-029	132-050
PP	132-018	132-047
S1	132-008	132-043

Download as Excel Spreadsheet

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

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