ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	131-240	131-255	0-015	0.0%	131-020
High	131-265	132-055	0-110	0.3%	132-055
Low	131-140	131-060	-0-080	-0.2%	130-290
Close	131-200	132-035	0-155	0.4%	132-035
Range	0-125	0-315	0-190	152.0%	1-085
ATR	0-168	0-179	0-010	6.2%	0-000
Volume	1,182	2,321	1,139	96.4%	12,515

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-248	134-137	132-208
R3	133-253	133-142	132-122
R2	132-258	132-258	132-093
R1	132-147	132-147	132-064	132-203
PP	131-263	131-263	131-263	131-291
S1	131-152	131-152	132-006	131-208
S2	130-268	130-268	131-297
S3	129-273	130-157	131-268
S4	128-278	129-162	131-182

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-168	135-027	132-258
R3	134-083	133-262	132-146
R2	132-318	132-318	132-109
R1	132-177	132-177	132-072	132-248
PP	131-233	131-233	131-233	131-269
S1	131-092	131-092	131-318	131-163
S2	130-148	130-148	131-281
S3	129-063	130-007	131-244
S4	127-298	128-242	131-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-055	130-290	1-085	1.0%	0-189	0.4%	95%	True	False	2,503
10	132-055	130-220	1-155	1.1%	0-167	0.4%	96%	True	False	1,567
20	133-095	130-220	2-195	2.0%	0-160	0.4%	54%	False	False	1,198
40	133-095	130-015	3-080	2.5%	0-136	0.3%	63%	False	False	604
60	133-095	128-195	4-220	3.5%	0-091	0.2%	75%	False	False	402
80	133-095	128-045	5-050	3.9%	0-068	0.2%	77%	False	False	302

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	0-054
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	136-114
2.618	134-240
1.618	133-245
1.000	133-050
0.618	132-250
HIGH	132-055
0.618	131-255
0.500	131-218
0.382	131-180
LOW	131-060
0.618	130-185
1.000	130-065
1.618	129-190
2.618	128-195
4.250	127-001

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	131-309	131-294
PP	131-263	131-233
S1	131-218	131-173

Download as Excel Spreadsheet

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

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