ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	130-095	130-175	0-080	0.2%	130-225
High	130-195	130-255	0-060	0.1%	131-180
Low	130-055	129-260	-0-115	-0.3%	130-095
Close	130-160	129-315	-0-165	-0.4%	130-115
Range	0-140	0-315	0-175	125.0%	1-085
ATR	0-184	0-193	0-009	5.1%	0-000
Volume	1,198,593	1,440,609	242,016	20.2%	4,637,819

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-048	132-177	130-168
R3	132-053	131-182	130-082
R2	131-058	131-058	130-053
R1	130-187	130-187	130-024	130-125
PP	130-063	130-063	130-063	130-033
S1	129-192	129-192	129-286	129-130
S2	129-068	129-068	129-257
S3	128-073	128-197	129-228
S4	127-078	127-202	129-142

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	129-260	1-240	1.3%	0-198	0.5%	10%	False	True	1,218,182
10	131-180	129-260	1-240	1.3%	0-196	0.5%	10%	False	True	1,231,280
20	131-200	129-260	1-260	1.4%	0-187	0.5%	9%	False	True	870,349
40	132-055	129-260	2-115	1.8%	0-183	0.4%	7%	False	True	437,852
60	133-095	129-260	3-155	2.7%	0-175	0.4%	5%	False	True	292,050
80	133-095	128-240	4-175	3.5%	0-140	0.3%	27%	False	False	219,038
100	133-095	128-045	5-050	4.0%	0-112	0.3%	36%	False	False	175,230
120	133-095	128-045	5-050	4.0%	0-094	0.2%	36%	False	False	146,025

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	134-314
2.618	133-120
1.618	132-125
1.000	131-250
0.618	131-130
HIGH	130-255
0.618	130-135
0.500	130-098
0.382	130-060
LOW	129-260
0.618	129-065
1.000	128-265
1.618	128-070
2.618	127-075
4.250	125-201

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	130-098	130-115
PP	130-063	130-075
S1	130-029	130-035

Download as Excel Spreadsheet

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

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