ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 11-Aug-2016

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	131-125	131-255	0-130	0.3%	132-035
High	131-250	131-255	0-005	0.0%	132-050
Low	131-105	131-010	-0-095	-0.2%	131-030
Close	131-240	131-020	-0-220	-0.5%	131-055
Range	0-145	0-245	0-100	68.9%	1-020
ATR	0-175	0-180	0-005	2.8%	0-000
Volume	5,513	7,572	2,059	37.3%	27,402

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-190	133-030	131-155
R3	132-265	132-105	131-087
R2	132-020	132-020	131-065
R1	131-180	131-180	131-042	131-138
PP	131-095	131-095	131-095	131-074
S1	130-255	130-255	130-318	130-213
S2	130-170	130-170	130-295
S3	129-245	130-010	130-273
S4	129-000	129-085	130-205

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	132-025	130-275	1-070	0.9%	0-195	0.5%	17%	False	False	7,494
10	132-055	130-275	1-100	1.0%	0-191	0.5%	15%	False	False	6,223
20	132-055	130-220	1-155	1.1%	0-174	0.4%	25%	False	False	3,799
40	133-095	130-015	3-080	2.5%	0-166	0.4%	31%	False	False	2,101
60	133-095	128-195	4-220	3.6%	0-117	0.3%	52%	False	False	1,401
80	133-095	128-045	5-050	3.9%	0-088	0.2%	57%	False	False	1,051
100	133-095	128-045	5-050	3.9%	0-070	0.2%	57%	False	False	840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	135-016
2.618	133-256
1.618	133-011
1.000	132-180
0.618	132-086
HIGH	131-255
0.618	131-161
0.500	131-133
0.382	131-104
LOW	131-010
0.618	130-179
1.000	130-085
1.618	129-254
2.618	129-009
4.250	127-249

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	131-133	131-115
PP	131-095	131-083
S1	131-058	131-052

Download as Excel Spreadsheet

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

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