ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	132-050	132-200	0-150	0.4%	132-170
High	132-130	133-020	0-210	0.5%	132-170
Low	132-050	132-200	0-150	0.4%	131-250
Close	132-050	133-000	0-270	0.6%	132-050
Range	0-080	0-140	0-060	75.0%	0-240
ATR	0-167	0-176	0-009	5.2%	0-000
Volume	2,508	471	-2,037	-81.2%	2,676

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-067	134-013	133-077
R3	133-247	133-193	133-038
R2	133-107	133-107	133-026
R1	133-053	133-053	133-013	133-080
PP	132-287	132-287	132-287	132-300
S1	132-233	132-233	132-307	132-260
S2	132-147	132-147	132-294
S3	132-007	132-093	132-282
S4	131-187	131-273	132-243

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	133-020	131-250	1-090	1.0%	0-113	0.3%	95%	True	False	629
10	133-060	130-015	3-045	2.4%	0-175	0.4%	94%	False	False	316
20	133-060	130-015	3-045	2.4%	0-123	0.3%	94%	False	False	159
40	133-060	128-195	4-185	3.4%	0-061	0.1%	96%	False	False	79
60	133-060	128-045	5-015	3.8%	0-041	0.1%	96%	False	False	53

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	0-000
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-295
2.618	134-067
1.618	133-247
1.000	133-160
0.618	133-107
HIGH	133-020
0.618	132-287
0.500	132-270
0.382	132-253
LOW	132-200
0.618	132-113
1.000	132-060
1.618	131-293
2.618	131-153
4.250	130-245

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	132-303	132-264
PP	132-287	132-208
S1	132-270	132-152

Download as Excel Spreadsheet

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

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