ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	131-090	131-090	0-000	0.0%	132-255
High	131-115	131-120	0-005	0.0%	132-255
Low	131-065	130-305	-0-080	-0.2%	130-280
Close	131-095	131-015	-0-080	-0.2%	130-305
Range	0-050	0-135	0-085	169.9%	1-295
ATR	0-169	0-167	-0-002	-1.4%	0-000
Volume	638	319	-319	-50.0%	4,037

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-125	132-045	131-089
R3	131-310	131-230	131-052
R2	131-175	131-175	131-040
R1	131-095	131-095	131-027	131-068
PP	131-040	131-040	131-040	131-026
S1	130-280	130-280	131-003	130-252
S2	130-225	130-225	130-310
S3	130-090	130-145	130-298
S4	129-275	130-010	130-261

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	137-098	136-017	132-003
R3	135-123	134-042	131-154
R2	133-148	133-148	131-098
R1	132-067	132-067	131-041	131-280
PP	131-173	131-173	131-173	131-120
S1	130-092	130-092	130-249	129-305
S2	129-198	129-198	130-192
S3	127-223	128-117	130-136
S4	125-248	126-142	129-287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-300	130-265	1-035	0.8%	0-150	0.4%	20%	False	False	440
10	132-295	130-265	2-030	1.6%	0-148	0.4%	10%	False	False	562
20	133-095	130-015	3-080	2.5%	0-170	0.4%	31%	False	False	495
40	133-095	128-240	4-175	3.5%	0-103	0.2%	51%	False	False	248
60	133-095	128-045	5-050	3.9%	0-068	0.2%	56%	False	False	165
80	133-095	128-045	5-050	3.9%	0-051	0.1%	56%	False	False	124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-054
2.618	132-153
1.618	132-018
1.000	131-255
0.618	131-203
HIGH	131-120
0.618	131-068
0.500	131-052
0.382	131-037
LOW	130-305
0.618	130-222
1.000	130-170
1.618	130-087
2.618	129-272
4.250	129-051

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	131-052	131-032
PP	131-040	131-027
S1	131-028	131-021

Download as Excel Spreadsheet

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

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