ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 20-Sep-2016

Day Change Summary
	Previous	Current
	19-Sep-2016	20-Sep-2016	Change	Change %	Previous Week
Open	130-170	130-095	-0-075	-0.2%	130-095
High	130-195	130-220	0-025	0.1%	130-270
Low	130-080	130-085	0-005	0.0%	129-260
Close	130-135	130-160	0-025	0.1%	130-130
Range	0-115	0-135	0-020	17.4%	1-010
ATR	0-186	0-182	-0-004	-2.0%	0-000
Volume	577,146	787,032	209,886	36.4%	6,024,964

Daily Pivots for day following 20-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-240	131-175	130-234
R3	131-105	131-040	130-197
R2	130-290	130-290	130-185
R1	130-225	130-225	130-172	130-258
PP	130-155	130-155	130-155	130-171
S1	130-090	130-090	130-148	130-122
S2	130-020	130-020	130-135
S3	129-205	129-275	130-123
S4	129-070	129-140	130-086

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	129-300	0-290	0.7%	0-161	0.4%	62%	False	False	949,988
10	131-180	129-260	1-240	1.3%	0-180	0.4%	39%	False	False	1,084,085
20	131-180	129-260	1-240	1.3%	0-181	0.4%	39%	False	False	1,098,384
40	132-055	129-260	2-115	1.8%	0-186	0.4%	29%	False	False	556,468
60	133-095	129-260	3-155	2.7%	0-169	0.4%	20%	False	False	371,216
80	133-095	128-295	4-120	3.4%	0-150	0.4%	36%	False	False	278,412
100	133-095	128-195	4-220	3.6%	0-120	0.3%	40%	False	False	222,730
120	133-095	128-045	5-050	4.0%	0-100	0.2%	46%	False	False	185,608

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-154
2.618	131-253
1.618	131-118
1.000	131-035
0.618	130-303
HIGH	130-220
0.618	130-168
0.500	130-152
0.382	130-137
LOW	130-085
0.618	130-002
1.000	129-270
1.618	129-187
2.618	129-052
4.250	128-151

Fisher Pivots for day following 20-Sep-2016
Pivot	1 day	3 day
R1	130-157	130-172
PP	130-155	130-168
S1	130-152	130-164

Download as Excel Spreadsheet

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

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