ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	132-035	131-245	-0-110	-0.3%	131-020
High	132-050	131-245	-0-125	-0.3%	132-055
Low	131-210	131-085	-0-125	-0.3%	130-290
Close	131-275	131-195	-0-080	-0.2%	132-035
Range	0-160	0-160	0-000	0.0%	1-085
ATR	0-177	0-178	0-001	0.5%	0-000
Volume	2,358	1,747	-611	-25.9%	12,515

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-015	132-265	131-283
R3	132-175	132-105	131-239
R2	132-015	132-015	131-224
R1	131-265	131-265	131-210	131-220
PP	131-175	131-175	131-175	131-152
S1	131-105	131-105	131-180	131-060
S2	131-015	131-015	131-166
S3	130-175	130-265	131-151
S4	130-015	130-105	131-107

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%	0-205	0.5%	56%	False	False	2,452
10	132-055	130-220	1-155	1.1%	0-180	0.4%	62%	False	False	1,867
20	133-095	130-220	2-195	2.0%	0-165	0.4%	35%	False	False	1,255
40	133-095	130-015	3-080	2.5%	0-144	0.3%	48%	False	False	707
60	133-095	128-195	4-220	3.6%	0-096	0.2%	64%	False	False	471
80	133-095	128-045	5-050	3.9%	0-072	0.2%	67%	False	False	353

Crabel Price Patterns
NR	False
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	0-047

Fibonacci Retracements and Extensions
4.250	133-285
2.618	133-024
1.618	132-184
1.000	132-085
0.618	132-024
HIGH	131-245
0.618	131-184
0.500	131-165
0.382	131-146
LOW	131-085
0.618	130-306
1.000	130-245
1.618	130-146
2.618	129-306
4.250	129-045

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	131-185	131-218
PP	131-175	131-210
S1	131-165	131-203

Download as Excel Spreadsheet

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

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