ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	131-190	132-005	0-135	0.3%	132-035
High	132-040	132-025	-0-015	0.0%	132-050
Low	131-170	131-030	-0-140	-0.3%	131-030
Close	131-315	131-055	-0-260	-0.6%	131-055
Range	0-190	0-315	0-125	65.8%	1-020
ATR	0-174	0-185	0-010	5.8%	0-000
Volume	16,128	4,963	-11,165	-69.2%	27,402

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-128	133-247	131-228
R3	133-133	132-252	131-142
R2	132-138	132-138	131-113
R1	131-257	131-257	131-084	131-200
PP	131-143	131-143	131-143	131-115
S1	130-262	130-262	131-026	130-205
S2	130-148	130-148	130-317
S3	129-153	129-267	130-288
S4	128-158	128-272	130-202

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-212	133-313	131-242
R3	133-192	132-293	131-149
R2	132-172	132-172	131-117
R1	131-273	131-273	131-086	131-213
PP	131-152	131-152	131-152	131-121
S1	130-253	130-253	131-024	130-193
S2	130-132	130-132	130-313
S3	129-112	129-233	130-282
S4	128-092	128-213	130-188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-050	131-030	1-020	0.8%	0-187	0.4%	7%	False	True	5,480
10	132-055	130-290	1-085	1.0%	0-188	0.4%	21%	False	False	3,991
20	132-255	130-220	2-035	1.6%	0-173	0.4%	23%	False	False	2,355
40	133-095	130-015	3-080	2.5%	0-156	0.4%	35%	False	False	1,289
60	133-095	128-195	4-220	3.6%	0-106	0.3%	55%	False	False	859
80	133-095	128-045	5-050	3.9%	0-080	0.2%	59%	False	False	644

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136-084
2.618	134-210
1.618	133-215
1.000	133-020
0.618	132-220
HIGH	132-025
0.618	131-225
0.500	131-188
0.382	131-150
LOW	131-030
0.618	130-155
1.000	130-035
1.618	129-160
2.618	128-165
4.250	126-291

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	131-188	131-195
PP	131-143	131-148
S1	131-099	131-102

Download as Excel Spreadsheet

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

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