ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 16-Sep-2016

Day Change Summary
	Previous	Current
	15-Sep-2016	16-Sep-2016	Change	Change %	Previous Week
Open	130-110	130-175	0-065	0.2%	130-095
High	130-270	130-265	-0-005	0.0%	130-270
Low	130-035	130-120	0-085	0.2%	129-260
Close	130-145	130-130	-0-015	0.0%	130-130
Range	0-235	0-145	-0-090	-38.3%	1-010
ATR	0-195	0-191	-0-004	-1.8%	0-000
Volume	1,392,491	936,587	-455,904	-32.7%	6,024,964

Daily Pivots for day following 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-287	131-193	130-210
R3	131-142	131-048	130-170
R2	130-317	130-317	130-157
R1	130-223	130-223	130-143	130-198
PP	130-172	130-172	130-172	130-159
S1	130-078	130-078	130-117	130-053
S2	130-027	130-027	130-103
S3	129-202	129-253	130-090
S4	129-057	129-108	130-050

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-143	132-307	130-312
R3	132-133	131-297	130-221
R2	131-123	131-123	130-191
R1	130-287	130-287	130-160	131-045
PP	130-113	130-113	130-113	130-153
S1	129-277	129-277	130-100	130-035
S2	129-103	129-103	130-070
S3	128-093	128-267	130-039
S4	127-083	127-257	129-269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-270	129-260	1-010	0.8%	0-202	0.5%	58%	False	False	1,204,992
10	131-180	129-260	1-240	1.3%	0-209	0.5%	34%	False	False	1,204,221
20	131-180	129-260	1-240	1.3%	0-188	0.5%	34%	False	False	1,037,001
40	132-055	129-260	2-115	1.8%	0-186	0.4%	25%	False	False	522,435
60	133-095	129-260	3-155	2.7%	0-184	0.4%	17%	False	False	348,480
80	133-095	128-240	4-175	3.5%	0-147	0.4%	36%	False	False	261,360
100	133-095	128-195	4-220	3.6%	0-118	0.3%	38%	False	False	209,088
120	133-095	128-045	5-050	4.0%	0-098	0.2%	44%	False	False	174,240

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132-241
2.618	132-005
1.618	131-180
1.000	131-090
0.618	131-035
HIGH	130-265
0.618	130-210
0.500	130-192
0.382	130-175
LOW	130-120
0.618	130-030
1.000	129-295
1.618	129-205
2.618	129-060
4.250	128-144

Fisher Pivots for day following 16-Sep-2016
Pivot	1 day	3 day
R1	130-192	130-128
PP	130-172	130-127
S1	130-151	130-125

Download as Excel Spreadsheet

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

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