ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 25-Aug-2016

Day Change Summary
	Previous	Current
	24-Aug-2016	25-Aug-2016	Change	Change %	Previous Week
Open	131-090	131-070	-0-020	0.0%	131-205
High	131-125	131-105	-0-020	0.0%	131-235
Low	131-045	131-010	-0-035	-0.1%	130-265
Close	131-080	131-030	-0-050	-0.1%	130-305
Range	0-080	0-095	0-015	18.7%	0-290
ATR	0-173	0-168	-0-006	-3.2%	0-000
Volume	628,470	1,283,739	655,269	104.3%	149,957

Daily Pivots for day following 25-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-013	131-277	131-082
R3	131-238	131-182	131-056
R2	131-143	131-143	131-047
R1	131-087	131-087	131-039	131-068
PP	131-048	131-048	131-048	131-039
S1	130-312	130-312	131-021	130-293
S2	130-273	130-273	131-013
S3	130-178	130-217	131-004
S4	130-083	130-122	130-298

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	131-140	130-215	0-245	0.6%	0-138	0.3%	55%	False	False	452,368
10	131-290	130-215	1-075	0.9%	0-166	0.4%	34%	False	False	234,654
20	132-055	130-215	1-160	1.1%	0-178	0.4%	28%	False	False	120,438
40	133-095	130-215	2-200	2.0%	0-164	0.4%	16%	False	False	60,760
60	133-095	129-080	4-015	3.1%	0-145	0.3%	46%	False	False	40,510
80	133-095	128-195	4-220	3.6%	0-109	0.3%	53%	False	False	30,382
100	133-095	128-045	5-050	3.9%	0-087	0.2%	57%	False	False	24,306

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-189
2.618	132-034
1.618	131-259
1.000	131-200
0.618	131-164
HIGH	131-105
0.618	131-069
0.500	131-058
0.382	131-046
LOW	131-010
0.618	130-271
1.000	130-235
1.618	130-176
2.618	130-081
4.250	129-246

Fisher Pivots for day following 25-Aug-2016
Pivot	1 day	3 day
R1	131-058	131-075
PP	131-048	131-060
S1	131-039	131-045

Download as Excel Spreadsheet

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

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