ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 23-Aug-2016

Day Change Summary
	Previous	Current
	22-Aug-2016	23-Aug-2016	Change	Change %	Previous Week
Open	130-285	131-075	0-110	0.3%	131-205
High	131-100	131-140	0-040	0.1%	131-235
Low	130-215	131-020	0-125	0.3%	130-265
Close	131-090	131-075	-0-015	0.0%	130-305
Range	0-205	0-120	-0-085	-41.5%	0-290
ATR	0-185	0-181	-0-005	-2.5%	0-000
Volume	57,358	213,114	155,756	271.6%	149,957

Daily Pivots for day following 23-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-118	132-057	131-141
R3	131-318	131-257	131-108
R2	131-198	131-198	131-097
R1	131-137	131-137	131-086	131-135
PP	131-078	131-078	131-078	131-078
S1	131-017	131-017	131-064	131-015
S2	130-278	130-278	131-053
S3	130-158	130-217	131-042
S4	130-038	130-097	131-009

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	131-160	130-215	0-265	0.6%	0-163	0.4%	68%	False	False	77,366
10	131-290	130-215	1-075	0.9%	0-188	0.4%	46%	False	False	44,741
20	132-055	130-215	1-160	1.1%	0-189	0.5%	38%	False	False	25,120
40	133-095	130-215	2-200	2.0%	0-166	0.4%	21%	False	False	12,959
60	133-095	128-295	4-120	3.3%	0-142	0.3%	53%	False	False	8,640
80	133-095	128-195	4-220	3.6%	0-107	0.3%	56%	False	False	6,480
100	133-095	128-045	5-050	3.9%	0-085	0.2%	60%	False	False	5,184

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-039
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	133-010
2.618	132-134
1.618	132-014
1.000	131-260
0.618	131-214
HIGH	131-140
0.618	131-094
0.500	131-080
0.382	131-066
LOW	131-020
0.618	130-266
1.000	130-220
1.618	130-146
2.618	130-026
4.250	129-150

Fisher Pivots for day following 23-Aug-2016
Pivot	1 day	3 day
R1	131-080	131-056
PP	131-078	131-037
S1	131-077	131-018

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

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