ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	132-125	132-255	0-130	0.3%	132-200
High	132-295	132-255	-0-040	-0.1%	133-095
Low	132-080	132-085	0-005	0.0%	132-080
Close	132-285	132-090	-0-195	-0.5%	132-285
Range	0-215	0-170	-0-045	-20.9%	1-015
ATR	0-172	0-174	0-002	1.2%	0-000
Volume	144	854	710	493.1%	1,752

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-013	133-222	132-184
R3	133-163	133-052	132-137
R2	132-313	132-313	132-121
R1	132-202	132-202	132-106	132-173
PP	132-143	132-143	132-143	132-129
S1	132-032	132-032	132-074	132-002
S2	131-293	131-293	132-059
S3	131-123	131-182	132-043
S4	130-273	131-012	131-317

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-305	135-150	133-149
R3	134-290	134-135	133-057
R2	133-275	133-275	133-026
R1	133-120	133-120	132-316	133-198
PP	132-260	132-260	132-260	132-299
S1	132-105	132-105	132-254	132-182
S2	131-245	131-245	132-224
S3	130-230	131-090	132-193
S4	129-215	130-075	132-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133-095	132-080	1-015	0.8%	0-153	0.4%	3%	False	False	521
10	133-095	131-250	1-165	1.1%	0-119	0.3%	33%	False	False	528
20	133-095	130-015	3-080	2.5%	0-137	0.3%	69%	False	False	265
40	133-095	128-195	4-220	3.5%	0-077	0.2%	78%	False	False	132
60	133-095	128-045	5-050	3.9%	0-051	0.1%	80%	False	False	88

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-018
2.618	134-060
1.618	133-210
1.000	133-105
0.618	133-040
HIGH	132-255
0.618	132-190
0.500	132-170
0.382	132-150
LOW	132-085
0.618	131-300
1.000	131-235
1.618	131-130
2.618	130-280
4.250	130-002

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	132-170	132-188
PP	132-143	132-155
S1	132-117	132-123

Download as Excel Spreadsheet

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

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