ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 30-Aug-2016

Day Change Summary
	Previous	Current
	29-Aug-2016	30-Aug-2016	Change	Change %	Previous Week
Open	130-130	131-005	0-195	0.5%	130-285
High	131-010	131-020	0-010	0.0%	131-145
Low	130-105	130-235	0-130	0.3%	130-125
Close	130-315	130-295	-0-020	0.0%	130-130
Range	0-225	0-105	-0-120	-53.3%	1-020
ATR	0-183	0-178	-0-006	-3.1%	0-000
Volume	1,237,072	959,138	-277,934	-22.5%	3,725,239

Daily Pivots for day following 30-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-285	131-235	131-033
R3	131-180	131-130	131-004
R2	131-075	131-075	130-314
R1	131-025	131-025	130-305	130-318
PP	130-290	130-290	130-290	130-276
S1	130-240	130-240	130-285	130-213
S2	130-185	130-185	130-276
S3	130-080	130-135	130-266
S4	129-295	130-030	130-237

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	130-105	1-040	0.9%	0-169	0.4%	53%	False	False	1,130,195
10	131-160	130-105	1-055	0.9%	0-166	0.4%	51%	False	False	603,780
20	132-040	130-105	1-255	1.4%	0-180	0.4%	33%	False	False	307,055
40	133-095	130-105	2-310	2.3%	0-173	0.4%	20%	False	False	154,155
60	133-095	130-015	3-080	2.5%	0-156	0.4%	27%	False	False	102,823
80	133-095	128-195	4-220	3.6%	0-117	0.3%	49%	False	False	77,117
100	133-095	128-045	5-050	3.9%	0-094	0.2%	54%	False	False	61,694

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-050
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-146
2.618	131-295
1.618	131-190
1.000	131-125
0.618	131-085
HIGH	131-020
0.618	130-300
0.500	130-288
0.382	130-275
LOW	130-235
0.618	130-170
1.000	130-130
1.618	130-065
2.618	129-280
4.250	129-109

Fisher Pivots for day following 30-Aug-2016
Pivot	1 day	3 day
R1	130-293	130-292
PP	130-290	130-288
S1	130-288	130-285

Download as Excel Spreadsheet

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

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