ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 12-Sep-2016

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	130-265	130-095	-0-170	-0.4%	130-225
High	130-290	130-195	-0-095	-0.2%	131-180
Low	130-095	130-055	-0-040	-0.1%	130-095
Close	130-115	130-160	0-045	0.1%	130-115
Range	0-195	0-140	-0-055	-28.2%	1-085
ATR	0-187	0-184	-0-003	-1.8%	0-000
Volume	1,279,248	1,198,593	-80,655	-6.3%	4,637,819

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-237	131-178	130-237
R3	131-097	131-038	130-198
R2	130-277	130-277	130-186
R1	130-218	130-218	130-173	130-248
PP	130-137	130-137	130-137	130-151
S1	130-078	130-078	130-147	130-108
S2	129-317	129-317	130-134
S3	129-177	129-258	130-122
S4	129-037	129-118	130-083

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-172	133-228	131-018
R3	133-087	132-143	130-226
R2	132-002	132-002	130-189
R1	131-058	131-058	130-152	130-308
PP	130-237	130-237	130-237	130-201
S1	129-293	129-293	130-078	129-223
S2	129-152	129-152	130-041
S3	128-067	128-208	130-004
S4	126-302	127-123	129-212

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-180	130-055	1-125	1.1%	0-188	0.5%	24%	False	True	1,167,282
10	131-180	130-055	1-125	1.1%	0-187	0.4%	24%	False	True	1,210,926
20	131-235	130-055	1-180	1.2%	0-180	0.4%	21%	False	True	799,223
40	132-055	130-055	2-000	1.5%	0-178	0.4%	16%	False	True	401,848
60	133-095	130-015	3-080	2.5%	0-174	0.4%	14%	False	False	268,040
80	133-095	128-240	4-175	3.5%	0-136	0.3%	38%	False	False	201,030
100	133-095	128-045	5-050	4.0%	0-109	0.3%	46%	False	False	160,824
120	133-095	128-045	5-050	4.0%	0-091	0.2%	46%	False	False	134,020

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	0-048
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-150
2.618	131-242
1.618	131-102
1.000	131-015
0.618	130-282
HIGH	130-195
0.618	130-142
0.500	130-125
0.382	130-108
LOW	130-055
0.618	129-288
1.000	129-235
1.618	129-148
2.618	129-008
4.250	128-100

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	130-148	130-258
PP	130-137	130-225
S1	130-125	130-193

Download as Excel Spreadsheet

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

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