ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	131-255	131-020	-0-235	-0.6%	131-005
High	131-255	131-290	0-035	0.1%	131-290
Low	131-010	131-020	0-010	0.0%	130-275
Close	131-020	131-180	0-160	0.4%	131-180
Range	0-245	0-270	0-025	10.2%	1-015
ATR	0-180	0-187	0-006	3.5%	0-000
Volume	7,572	13,904	6,332	83.6%	46,415

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-013	133-207	132-009
R3	133-063	132-257	131-254
R2	132-113	132-113	131-230
R1	131-307	131-307	131-205	132-050
PP	131-163	131-163	131-163	131-195
S1	131-037	131-037	131-155	131-100
S2	130-213	130-213	131-130
S3	129-263	130-087	131-106
S4	128-313	129-137	131-031

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-187	134-038	132-044
R3	133-172	133-023	131-272
R2	132-157	132-157	131-241
R1	132-008	132-008	131-211	132-083
PP	131-142	131-142	131-142	131-179
S1	130-313	130-313	131-149	131-068
S2	130-127	130-127	131-119
S3	129-112	129-298	131-088
S4	128-097	128-283	130-316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-290	130-275	1-015	0.8%	0-186	0.4%	67%	True	False	9,283
10	132-050	130-275	1-095	1.0%	0-186	0.4%	54%	False	False	7,381
20	132-055	130-220	1-155	1.1%	0-177	0.4%	59%	False	False	4,474
40	133-095	130-015	3-080	2.5%	0-171	0.4%	47%	False	False	2,449
60	133-095	128-240	4-175	3.5%	0-122	0.3%	62%	False	False	1,633
80	133-095	128-045	5-050	3.9%	0-091	0.2%	66%	False	False	1,224
100	133-095	128-045	5-050	3.9%	0-073	0.2%	66%	False	False	979

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	0-016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135-158
2.618	134-037
1.618	133-087
1.000	132-240
0.618	132-137
HIGH	131-290
0.618	131-187
0.500	131-155
0.382	131-123
LOW	131-020
0.618	130-173
1.000	130-070
1.618	129-223
2.618	128-273
4.250	127-152

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	131-172	131-170
PP	131-163	131-160
S1	131-155	131-150

Download as Excel Spreadsheet

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

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