ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	130-225	130-295	0-070	0.2%	130-170
High	131-030	131-025	-0-005	0.0%	131-030
Low	130-210	130-275	0-065	0.2%	130-020
Close	130-275	131-010	0-055	0.1%	131-010
Range	0-140	0-070	-0-070	-50.0%	1-010
ATR	0-183	0-175	-0-008	-4.4%	0-000
Volume	1,077,100	719,773	-357,327	-33.2%	4,276,158

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-207	131-178	131-049
R3	131-137	131-108	131-029
R2	131-067	131-067	131-023
R1	131-038	131-038	131-016	131-052
PP	130-317	130-317	130-317	131-004
S1	130-288	130-288	131-004	130-303
S2	130-247	130-247	130-317
S3	130-177	130-218	130-311
S4	130-107	130-148	130-292

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-263	133-147	131-192
R3	132-253	132-137	131-101
R2	131-243	131-243	131-071
R1	131-127	131-127	131-040	131-185
PP	130-233	130-233	130-233	130-263
S1	130-117	130-117	130-300	130-175
S2	129-223	129-223	130-270
S3	128-213	129-107	130-239
S4	127-203	128-097	130-149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-030	130-020	1-010	0.8%	0-135	0.3%	94%	False	False	855,231
10	131-030	129-260	1-090	1.0%	0-169	0.4%	95%	False	False	1,030,112
20	131-180	129-260	1-240	1.3%	0-188	0.4%	70%	False	False	1,137,717
40	132-055	129-260	2-115	1.8%	0-183	0.4%	52%	False	False	629,078
60	133-095	129-260	3-155	2.7%	0-172	0.4%	35%	False	False	419,746
80	133-095	129-080	4-015	3.1%	0-156	0.4%	44%	False	False	314,812
100	133-095	128-195	4-220	3.6%	0-125	0.3%	52%	False	False	251,849
120	133-095	128-045	5-050	3.9%	0-104	0.2%	56%	False	False	209,874

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-043
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	132-002
2.618	131-208
1.618	131-138
1.000	131-095
0.618	131-068
HIGH	131-025
0.618	130-318
0.500	130-310
0.382	130-302
LOW	130-275
0.618	130-232
1.000	130-205
1.618	130-162
2.618	130-092
4.250	129-298

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	131-003	130-282
PP	130-317	130-233
S1	130-310	130-185

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

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