ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	131-285	132-050	0-085	0.2%	132-170
High	132-055	132-130	0-075	0.2%	132-170
Low	131-285	132-050	0-085	0.2%	131-250
Close	132-015	132-050	0-035	0.1%	132-050
Range	0-090	0-080	-0-010	-11.1%	0-240
ATR	0-171	0-167	-0-004	-2.4%	0-000
Volume	8	2,508	2,500	31,250.0%	2,676

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-317	132-263	132-094
R3	132-237	132-183	132-072
R2	132-157	132-157	132-065
R1	132-103	132-103	132-057	132-090
PP	132-077	132-077	132-077	132-070
S1	132-023	132-023	132-043	132-010
S2	131-317	131-317	132-035
S3	131-237	131-263	132-028
S4	131-157	131-183	132-006

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-130	134-010	132-182
R3	133-210	133-090	132-116
R2	132-290	132-290	132-094
R1	132-170	132-170	132-072	132-110
PP	132-050	132-050	132-050	132-020
S1	131-250	131-250	132-028	131-190
S2	131-130	131-130	132-006
S3	130-210	131-010	131-304
S4	129-290	130-090	131-238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-170	131-250	0-240	0.6%	0-085	0.2%	50%	False	False	535
10	133-060	130-015	3-045	2.4%	0-161	0.4%	67%	False	False	269
20	133-060	130-015	3-045	2.4%	0-116	0.3%	67%	False	False	135
40	133-060	128-195	4-185	3.5%	0-058	0.1%	77%	False	False	67
60	133-060	128-045	5-015	3.8%	0-039	0.1%	80%	False	False	45

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	0-000
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-150
2.618	133-019
1.618	132-259
1.000	132-210
0.618	132-179
HIGH	132-130
0.618	132-099
0.500	132-090
0.382	132-081
LOW	132-050
0.618	132-001
1.000	131-290
1.618	131-241
2.618	131-161
4.250	131-030

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	132-090	132-043
PP	132-077	132-037
S1	132-063	132-030

Download as Excel Spreadsheet

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

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