ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	131-070	131-240	0-170	0.4%	131-020
High	131-235	131-265	0-030	0.1%	131-180
Low	130-290	131-140	0-170	0.4%	130-220
Close	131-195	131-200	0-005	0.0%	131-060
Range	0-265	0-125	-0-140	-52.8%	0-280
ATR	0-171	0-168	-0-003	-1.9%	0-000
Volume	4,652	1,182	-3,470	-74.6%	3,163

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-257	132-193	131-269
R3	132-132	132-068	131-234
R2	132-007	132-007	131-223
R1	131-263	131-263	131-211	131-232
PP	131-202	131-202	131-202	131-186
S1	131-138	131-138	131-189	131-108
S2	131-077	131-077	131-177
S3	130-272	131-013	131-166
S4	130-147	130-208	131-131

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	131-265	130-290	0-295	0.7%	0-162	0.4%	78%	True	False	2,093
10	131-265	130-220	1-045	0.9%	0-158	0.4%	82%	True	False	1,376
20	133-095	130-220	2-195	2.0%	0-149	0.4%	36%	False	False	1,083
40	133-095	129-080	4-015	3.1%	0-128	0.3%	59%	False	False	546
60	133-095	128-195	4-220	3.6%	0-086	0.2%	64%	False	False	364
80	133-095	128-045	5-050	3.9%	0-064	0.2%	68%	False	False	273

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-050
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-156
2.618	132-272
1.618	132-147
1.000	132-070
0.618	132-022
HIGH	131-265
0.618	131-217
0.500	131-202
0.382	131-188
LOW	131-140
0.618	131-063
1.000	131-015
1.618	130-258
2.618	130-133
4.250	129-249

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	131-202	131-173
PP	131-202	131-145
S1	131-201	131-118

Download as Excel Spreadsheet

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

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