ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	130-255	130-305	0-050	0.1%	130-130
High	131-020	131-120	0-100	0.2%	131-120
Low	130-140	130-160	0-020	0.0%	130-105
Close	130-305	130-250	-0-055	-0.1%	130-250
Range	0-200	0-280	0-080	40.0%	1-015
ATR	0-175	0-183	0-007	4.3%	0-000
Volume	1,394,104	1,379,431	-14,673	-1.1%	6,272,855

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-163	133-007	131-084
R3	132-203	132-047	131-007
R2	131-243	131-243	130-301
R1	131-087	131-087	130-276	131-025
PP	130-283	130-283	130-283	130-253
S1	130-127	130-127	130-224	130-065
S2	130-003	130-003	130-199
S3	129-043	129-167	130-173
S4	128-083	128-207	130-096

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-310	133-135	131-114
R3	132-295	132-120	131-022
R2	131-280	131-280	130-311
R1	131-105	131-105	130-281	131-193
PP	130-265	130-265	130-265	130-309
S1	130-090	130-090	130-219	130-178
S2	129-250	129-250	130-189
S3	128-235	129-075	130-158
S4	127-220	128-060	130-066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-120	130-105	1-015	0.8%	0-185	0.4%	43%	True	False	1,254,571
10	131-145	130-105	1-040	0.9%	0-176	0.4%	40%	False	False	999,809
20	131-290	130-105	1-185	1.2%	0-179	0.4%	29%	False	False	509,723
40	132-255	130-105	2-150	1.9%	0-176	0.4%	18%	False	False	256,039
60	133-095	130-015	3-080	2.5%	0-164	0.4%	23%	False	False	170,767
80	133-095	128-195	4-220	3.6%	0-125	0.3%	46%	False	False	128,075
100	133-095	128-045	5-050	3.9%	0-100	0.2%	51%	False	False	102,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-062
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	135-030
2.618	133-213
1.618	132-253
1.000	132-080
0.618	131-293
HIGH	131-120
0.618	131-013
0.500	130-300
0.382	130-267
LOW	130-160
0.618	129-307
1.000	129-200
1.618	129-027
2.618	128-067
4.250	126-250

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	130-300	130-290
PP	130-283	130-277
S1	130-267	130-263

Download as Excel Spreadsheet

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

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