ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	132-005	131-005	-1-000	-0.8%	132-035
High	132-025	131-070	-0-275	-0.7%	132-050
Low	131-030	130-275	-0-075	-0.2%	131-030
Close	131-055	131-020	-0-035	-0.1%	131-055
Range	0-315	0-115	-0-200	-63.5%	1-020
ATR	0-185	0-180	-0-005	-2.7%	0-000
Volume	4,963	3,628	-1,335	-26.9%	27,402

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-040	131-305	131-083
R3	131-245	131-190	131-052
R2	131-130	131-130	131-041
R1	131-075	131-075	131-031	131-103
PP	131-015	131-015	131-015	131-029
S1	130-280	130-280	131-009	130-308
S2	130-220	130-220	130-319
S3	130-105	130-165	130-308
S4	129-310	130-050	130-277

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	132-040	130-275	1-085	1.0%	0-178	0.4%	16%	False	True	5,734
10	132-055	130-275	1-100	1.0%	0-189	0.5%	15%	False	True	4,093
20	132-065	130-220	1-165	1.2%	0-171	0.4%	25%	False	False	2,494
40	133-095	130-015	3-080	2.5%	0-154	0.4%	31%	False	False	1,379
60	133-095	128-195	4-220	3.6%	0-108	0.3%	52%	False	False	920
80	133-095	128-045	5-050	3.9%	0-081	0.2%	57%	False	False	690

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	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-239
2.618	132-051
1.618	131-256
1.000	131-185
0.618	131-141
HIGH	131-070
0.618	131-026
0.500	131-013
0.382	130-319
LOW	130-275
0.618	130-204
1.000	130-160
1.618	130-089
2.618	129-294
4.250	129-106

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	131-018	131-158
PP	131-015	131-112
S1	131-013	131-066

Download as Excel Spreadsheet

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

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