ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 16-Aug-2016

Day Change Summary
	Previous	Current
	15-Aug-2016	16-Aug-2016	Change	Change %	Previous Week
Open	131-205	131-125	-0-080	-0.2%	131-005
High	131-235	131-200	-0-035	-0.1%	131-290
Low	131-070	130-285	-0-105	-0.3%	130-275
Close	131-085	131-005	-0-080	-0.2%	131-180
Range	0-165	0-235	0-070	42.4%	1-015
ATR	0-185	0-189	0-004	1.9%	0-000
Volume	18,086	15,511	-2,575	-14.2%	46,415

Daily Pivots for day following 16-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-122	132-298	131-134
R3	132-207	132-063	131-070
R2	131-292	131-292	131-048
R1	131-148	131-148	131-027	131-102
PP	131-057	131-057	131-057	131-034
S1	130-233	130-233	130-303	130-187
S2	130-142	130-142	130-282
S3	129-227	129-318	130-260
S4	128-312	129-083	130-196

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	130-285	1-005	0.8%	0-212	0.5%	12%	False	True	12,117
10	132-040	130-275	1-085	1.0%	0-194	0.5%	12%	False	False	10,330
20	132-055	130-220	1-155	1.1%	0-187	0.4%	22%	False	False	6,099
40	133-095	130-015	3-080	2.5%	0-175	0.4%	30%	False	False	3,289
60	133-095	128-240	4-175	3.5%	0-129	0.3%	50%	False	False	2,193
80	133-095	128-045	5-050	3.9%	0-096	0.2%	56%	False	False	1,644
100	133-095	128-045	5-050	3.9%	0-077	0.2%	56%	False	False	1,315

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-239
2.618	133-175
1.618	132-260
1.000	132-115
0.618	132-025
HIGH	131-200
0.618	131-110
0.500	131-082
0.382	131-055
LOW	130-285
0.618	130-140
1.000	130-050
1.618	129-225
2.618	128-310
4.250	127-246

Fisher Pivots for day following 16-Aug-2016
Pivot	1 day	3 day
R1	131-082	131-128
PP	131-057	131-087
S1	131-031	131-046

Download as Excel Spreadsheet

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

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