ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 01-Sep-2016

Day Change Summary
	Previous	Current
	31-Aug-2016	01-Sep-2016	Change	Change %	Previous Week
Open	130-310	130-255	-0-055	-0.1%	130-285
High	131-040	131-020	-0-020	0.0%	131-145
Low	130-245	130-140	-0-105	-0.3%	130-125
Close	130-295	130-305	0-010	0.0%	130-130
Range	0-115	0-200	0-085	73.9%	1-020
ATR	0-173	0-175	0-002	1.1%	0-000
Volume	1,303,110	1,394,104	90,994	7.0%	3,725,239

Daily Pivots for day following 01-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-222	132-143	131-095
R3	132-022	131-263	131-040
R2	131-142	131-142	131-022
R1	131-063	131-063	131-003	131-102
PP	130-262	130-262	130-262	130-281
S1	130-183	130-183	130-287	130-222
S2	130-062	130-062	130-268
S3	129-182	129-303	130-250
S4	128-302	129-103	130-195

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%	0-197	0.5%	56%	False	False	1,287,196
10	131-145	130-105	1-040	0.9%	0-168	0.4%	56%	False	False	869,782
20	132-025	130-105	1-240	1.3%	0-181	0.4%	36%	False	False	440,999
40	132-295	130-105	2-190	2.0%	0-175	0.4%	24%	False	False	221,557
60	133-095	130-015	3-080	2.5%	0-160	0.4%	28%	False	False	147,776
80	133-095	128-195	4-220	3.6%	0-121	0.3%	50%	False	False	110,832
100	133-095	128-045	5-050	3.9%	0-097	0.2%	55%	False	False	88,666

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	0-051
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-230
2.618	132-224
1.618	132-024
1.000	131-220
0.618	131-144
HIGH	131-020
0.618	130-264
0.500	130-240
0.382	130-216
LOW	130-140
0.618	130-016
1.000	129-260
1.618	129-136
2.618	128-256
4.250	127-250

Fisher Pivots for day following 01-Sep-2016
Pivot	1 day	3 day
R1	130-283	130-287
PP	130-262	130-268
S1	130-240	130-250

Download as Excel Spreadsheet

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

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