ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	132-200	133-005	0-125	0.3%	132-170
High	133-020	133-095	0-075	0.2%	132-170
Low	132-200	132-250	0-050	0.1%	131-250
Close	133-000	132-255	-0-065	-0.2%	132-050
Range	0-140	0-165	0-025	17.9%	0-240
ATR	0-176	0-175	-0-001	-0.5%	0-000
Volume	471	1,122	651	138.2%	2,676

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-162	134-053	133-026
R3	133-317	133-208	132-300
R2	133-152	133-152	132-285
R1	133-043	133-043	132-270	133-015
PP	132-307	132-307	132-307	132-293
S1	132-198	132-198	132-240	132-170
S2	132-142	132-142	132-225
S3	131-297	132-033	132-210
S4	131-132	131-188	132-164

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	133-095	131-250	1-165	1.1%	0-126	0.3%	67%	True	False	842
10	133-095	130-015	3-080	2.4%	0-191	0.5%	85%	True	False	428
20	133-095	130-015	3-080	2.4%	0-131	0.3%	85%	True	False	215
40	133-095	128-195	4-220	3.5%	0-066	0.2%	89%	True	False	107
60	133-095	128-045	5-050	3.9%	0-044	0.1%	90%	True	False	71

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	135-156
2.618	134-207
1.618	134-042
1.000	133-260
0.618	133-197
HIGH	133-095
0.618	133-032
0.500	133-013
0.382	132-313
LOW	132-250
0.618	132-148
1.000	132-085
1.618	131-303
2.618	131-138
4.250	130-189

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	133-013	132-248
PP	132-307	132-240
S1	132-281	132-233

Download as Excel Spreadsheet

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

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