ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	131-075	131-070	-0-005	0.0%	131-020
High	131-120	131-235	0-115	0.3%	131-180
Low	130-305	130-290	-0-015	0.0%	130-220
Close	131-060	131-195	0-135	0.3%	131-060
Range	0-135	0-265	0-130	96.3%	0-280
ATR	0-164	0-171	0-007	4.4%	0-000
Volume	1,753	4,652	2,899	165.4%	3,163

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-288	133-187	132-021
R3	133-023	132-242	131-268
R2	132-078	132-078	131-244
R1	131-297	131-297	131-219	132-028
PP	131-133	131-133	131-133	131-159
S1	131-032	131-032	131-171	131-083
S2	130-188	130-188	131-146
S3	129-243	130-087	131-122
S4	128-298	129-142	131-049

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-247	133-113	131-214
R3	132-287	132-153	131-137
R2	132-007	132-007	131-111
R1	131-193	131-193	131-086	131-260
PP	131-047	131-047	131-047	131-080
S1	130-233	130-233	131-034	130-300
S2	130-087	130-087	131-009
S3	129-127	129-273	130-303
S4	128-167	128-313	130-226

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-235	130-220	1-015	0.8%	0-181	0.4%	88%	True	False	2,149
10	131-300	130-220	1-080	0.9%	0-166	0.4%	74%	False	False	1,295
20	133-095	130-220	2-195	2.0%	0-151	0.4%	35%	False	False	1,029
40	133-095	128-295	4-120	3.3%	0-125	0.3%	61%	False	False	516
60	133-095	128-195	4-220	3.6%	0-083	0.2%	64%	False	False	344
80	133-095	128-045	5-050	3.9%	0-063	0.1%	67%	False	False	258

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	135-081
2.618	133-289
1.618	133-024
1.000	132-180
0.618	132-079
HIGH	131-235
0.618	131-134
0.500	131-103
0.382	131-071
LOW	130-290
0.618	130-126
1.000	130-025
1.618	129-181
2.618	128-236
4.250	127-124

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	131-164	131-164
PP	131-133	131-133
S1	131-103	131-103

Download as Excel Spreadsheet

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

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