ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 31-Aug-2016

Day Change Summary
	Previous	Current
	30-Aug-2016	31-Aug-2016	Change	Change %	Previous Week
Open	131-005	130-310	-0-015	0.0%	130-285
High	131-020	131-040	0-020	0.0%	131-145
Low	130-235	130-245	0-010	0.0%	130-125
Close	130-295	130-295	0-000	0.0%	130-130
Range	0-105	0-115	0-010	9.5%	1-020
ATR	0-178	0-173	-0-004	-2.5%	0-000
Volume	959,138	1,303,110	343,972	35.9%	3,725,239

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-005	131-265	131-038
R3	131-210	131-150	131-007
R2	131-095	131-095	130-316
R1	131-035	131-035	130-306	131-008
PP	130-300	130-300	130-300	130-286
S1	130-240	130-240	130-284	130-212
S2	130-185	130-185	130-274
S3	130-070	130-125	130-263
S4	129-275	130-010	130-232

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%	0-176	0.4%	53%	False	False	1,265,123
10	131-160	130-105	1-055	0.9%	0-160	0.4%	51%	False	False	731,496
20	132-040	130-105	1-255	1.4%	0-180	0.4%	33%	False	False	372,101
40	132-295	130-105	2-190	2.0%	0-172	0.4%	23%	False	False	186,705
60	133-095	130-015	3-080	2.5%	0-158	0.4%	27%	False	False	124,541
80	133-095	128-195	4-220	3.6%	0-119	0.3%	49%	False	False	93,406
100	133-095	128-045	5-050	3.9%	0-095	0.2%	54%	False	False	74,725

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-209
2.618	132-021
1.618	131-226
1.000	131-155
0.618	131-111
HIGH	131-040
0.618	130-316
0.500	130-302
0.382	130-289
LOW	130-245
0.618	130-174
1.000	130-130
1.618	130-059
2.618	129-264
4.250	129-076

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	130-302	130-274
PP	130-300	130-253
S1	130-298	130-232

Download as Excel Spreadsheet

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

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