ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	131-110	130-285	-0-145	-0.3%	131-205
High	131-135	131-100	-0-035	-0.1%	131-235
Low	130-265	130-215	-0-050	-0.1%	130-265
Close	130-305	131-090	0-105	0.3%	130-305
Range	0-190	0-205	0-015	7.9%	0-290
ATR	0-184	0-185	0-002	0.8%	0-000
Volume	79,160	57,358	-21,802	-27.5%	149,957

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-003	132-252	131-203
R3	132-118	132-047	131-146
R2	131-233	131-233	131-128
R1	131-162	131-162	131-109	131-198
PP	131-028	131-028	131-028	131-046
S1	130-277	130-277	131-071	130-313
S2	130-143	130-143	131-052
S3	129-258	130-072	131-034
S4	129-053	129-187	130-297

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-285	133-105	131-145
R3	132-315	132-135	131-065
R2	132-025	132-025	131-038
R1	131-165	131-165	131-012	131-110
PP	131-055	131-055	131-055	131-027
S1	130-195	130-195	130-278	130-140
S2	130-085	130-085	130-252
S3	129-115	129-225	130-225
S4	128-145	128-255	130-145

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-200	130-215	0-305	0.7%	0-186	0.4%	64%	False	True	37,845
10	131-290	130-215	1-075	0.9%	0-191	0.5%	49%	False	True	25,010
20	132-055	130-215	1-160	1.1%	0-190	0.5%	41%	False	True	14,552
40	133-095	130-215	2-200	2.0%	0-163	0.4%	23%	False	True	7,631
60	133-095	128-295	4-120	3.3%	0-140	0.3%	54%	False	False	5,088
80	133-095	128-195	4-220	3.6%	0-105	0.3%	57%	False	False	3,816
100	133-095	128-045	5-050	3.9%	0-084	0.2%	61%	False	False	3,053

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-035
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-011
2.618	132-317
1.618	132-112
1.000	131-305
0.618	131-227
HIGH	131-100
0.618	131-022
0.500	130-318
0.382	130-293
LOW	130-215
0.618	130-088
1.000	130-010
1.618	129-203
2.618	128-318
4.250	127-304

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	131-059	131-069
PP	131-028	131-048
S1	130-318	131-028

Download as Excel Spreadsheet

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

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