ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	130-095	130-155	0-060	0.1%	130-095
High	130-220	130-235	0-015	0.0%	130-270
Low	130-085	130-020	-0-065	-0.2%	129-260
Close	130-160	130-190	0-030	0.1%	130-130
Range	0-135	0-215	0-080	59.3%	1-010
ATR	0-182	0-185	0-002	1.3%	0-000
Volume	787,032	1,115,107	328,075	41.7%	6,024,964

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-153	132-067	130-308
R3	131-258	131-172	130-249
R2	131-043	131-043	130-229
R1	130-277	130-277	130-210	131-000
PP	130-148	130-148	130-148	130-170
S1	130-062	130-062	130-170	130-105
S2	129-253	129-253	130-151
S3	129-038	129-167	130-131
S4	128-143	128-272	130-072

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	130-020	0-250	0.6%	0-169	0.4%	68%	False	True	961,672
10	131-140	129-260	1-200	1.2%	0-192	0.5%	48%	False	False	1,103,949
20	131-180	129-260	1-240	1.3%	0-186	0.4%	45%	False	False	1,143,484
40	132-055	129-260	2-115	1.8%	0-188	0.4%	33%	False	False	584,302
60	133-095	129-260	3-155	2.7%	0-172	0.4%	22%	False	False	389,801
80	133-095	128-295	4-120	3.4%	0-153	0.4%	38%	False	False	292,351
100	133-095	128-195	4-220	3.6%	0-122	0.3%	42%	False	False	233,881
120	133-095	128-045	5-050	3.9%	0-102	0.2%	48%	False	False	194,900

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-189
2.618	132-158
1.618	131-263
1.000	131-130
0.618	131-048
HIGH	130-235
0.618	130-153
0.500	130-128
0.382	130-102
LOW	130-020
0.618	129-207
1.000	129-125
1.618	128-312
2.618	128-097
4.250	127-066

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	130-169	130-169
PP	130-148	130-148
S1	130-128	130-128

Download as Excel Spreadsheet

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

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