ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 07-Sep-2016

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	130-225	131-135	0-230	0.5%	130-130
High	131-140	131-180	0-040	0.1%	131-120
Low	130-195	131-085	0-210	0.5%	130-105
Close	131-115	131-115	0-000	0.0%	130-250
Range	0-265	0-095	-0-170	-64.1%	1-015
ATR	0-189	0-182	-0-007	-3.5%	0-000
Volume	1,186,108	916,466	-269,642	-22.7%	6,272,855

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-092	132-038	131-167
R3	131-317	131-263	131-141
R2	131-222	131-222	131-132
R1	131-168	131-168	131-124	131-148
PP	131-127	131-127	131-127	131-116
S1	131-073	131-073	131-106	131-052
S2	131-032	131-032	131-098
S3	130-257	130-298	131-089
S4	130-162	130-203	131-063

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	131-180	130-140	1-040	0.9%	0-191	0.5%	82%	True	False	1,235,843
10	131-180	130-105	1-075	0.9%	0-180	0.4%	84%	True	False	1,183,019
20	131-290	130-105	1-185	1.2%	0-184	0.4%	65%	False	False	613,880
40	132-055	130-105	1-270	1.4%	0-176	0.4%	56%	False	False	308,522
60	133-095	130-015	3-080	2.5%	0-167	0.4%	40%	False	False	205,810
80	133-095	128-195	4-220	3.6%	0-129	0.3%	59%	False	False	154,357
100	133-095	128-045	5-050	3.9%	0-103	0.2%	62%	False	False	123,486

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-057
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	132-264
2.618	132-109
1.618	132-014
1.000	131-275
0.618	131-239
HIGH	131-180
0.618	131-144
0.500	131-132
0.382	131-121
LOW	131-085
0.618	131-026
1.000	130-310
1.618	130-251
2.618	130-156
4.250	130-001

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	131-132	131-080
PP	131-127	131-045
S1	131-121	131-010

Download as Excel Spreadsheet

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

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