ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	131-070	131-025	-0-045	-0.1%	130-285
High	131-105	131-145	0-040	0.1%	131-145
Low	131-010	130-125	-0-205	-0.5%	130-125
Close	131-030	130-130	-0-220	-0.5%	130-130
Range	0-095	1-020	0-245	258.0%	1-020
ATR	0-168	0-180	0-012	7.3%	0-000
Volume	1,283,739	1,542,558	258,819	20.2%	3,725,239

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-300	133-075	130-317
R3	132-280	132-055	130-224
R2	131-260	131-260	130-192
R1	131-035	131-035	130-161	130-298
PP	130-240	130-240	130-240	130-211
S1	130-015	130-015	130-099	129-278
S2	129-220	129-220	130-068
S3	128-200	128-315	130-037
S4	127-180	127-295	129-263

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-300	133-075	130-317
R3	132-280	132-055	130-224
R2	131-260	131-260	130-192
R1	131-035	131-035	130-161	130-298
PP	130-240	130-240	130-240	130-211
S1	130-015	130-015	130-099	129-278
S2	129-220	129-220	130-068
S3	128-200	128-315	130-037
S4	127-180	127-295	129-263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-145	130-125	1-020	0.8%	0-168	0.4%	1%	True	True	745,047
10	131-235	130-125	1-110	1.0%	0-173	0.4%	1%	False	True	387,519
20	132-050	130-125	1-245	1.4%	0-180	0.4%	1%	False	True	197,450
40	133-095	130-125	2-290	2.2%	0-170	0.4%	1%	False	True	99,324
60	133-095	130-015	3-080	2.5%	0-151	0.4%	11%	False	False	66,219
80	133-095	128-195	4-220	3.6%	0-113	0.3%	38%	False	False	49,664
100	133-095	128-045	5-050	4.0%	0-090	0.2%	44%	False	False	39,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	135-310
2.618	134-075
1.618	133-055
1.000	132-165
0.618	132-035
HIGH	131-145
0.618	131-015
0.500	130-295
0.382	130-255
LOW	130-125
0.618	129-235
1.000	129-105
1.618	128-215
2.618	127-195
4.250	125-280

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	130-295	130-295
PP	130-240	130-240
S1	130-185	130-185

Download as Excel Spreadsheet

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

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