ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	130-310	131-125	0-135	0.3%	132-035
High	131-130	131-250	0-120	0.3%	132-050
Low	130-295	131-105	0-130	0.3%	131-030
Close	131-110	131-240	0-130	0.3%	131-055
Range	0-155	0-145	-0-010	-6.4%	1-020
ATR	0-178	0-175	-0-002	-1.3%	0-000
Volume	15,798	5,513	-10,285	-65.1%	27,402

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-313	132-262	132-000
R3	132-168	132-117	131-280
R2	132-023	132-023	131-267
R1	131-292	131-292	131-253	131-318
PP	131-198	131-198	131-198	131-211
S1	131-147	131-147	131-227	131-172
S2	131-053	131-053	131-213
S3	130-228	131-002	131-200
S4	130-083	130-177	131-160

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%	0-184	0.4%	70%	False	False	9,206
10	132-055	130-275	1-100	1.0%	0-179	0.4%	68%	False	False	5,584
20	132-055	130-220	1-155	1.1%	0-172	0.4%	72%	False	False	3,439
40	133-095	130-015	3-080	2.5%	0-161	0.4%	52%	False	False	1,912
60	133-095	128-195	4-220	3.6%	0-113	0.3%	67%	False	False	1,275
80	133-095	128-045	5-050	3.9%	0-085	0.2%	70%	False	False	956

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	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-226
2.618	132-310
1.618	132-165
1.000	132-075
0.618	132-020
HIGH	131-250
0.618	131-195
0.500	131-178
0.382	131-160
LOW	131-105
0.618	131-015
1.000	130-280
1.618	130-190
2.618	130-045
4.250	129-129

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	131-219	131-194
PP	131-198	131-148
S1	131-178	131-103

Download as Excel Spreadsheet

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

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