ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 26-Sep-2016

Day Change Summary
	Previous	Current
	23-Sep-2016	26-Sep-2016	Change	Change %	Previous Week
Open	130-295	131-020	0-045	0.1%	130-170
High	131-025	131-145	0-120	0.3%	131-030
Low	130-275	131-000	0-045	0.1%	130-020
Close	131-010	131-100	0-090	0.2%	131-010
Range	0-070	0-145	0-075	107.2%	1-010
ATR	0-175	0-173	-0-002	-1.2%	0-000
Volume	719,773	828,179	108,406	15.1%	4,276,158

Daily Pivots for day following 26-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-197	132-133	131-180
R3	132-052	131-308	131-140
R2	131-227	131-227	131-127
R1	131-163	131-163	131-113	131-195
PP	131-082	131-082	131-082	131-097
S1	131-018	131-018	131-087	131-050
S2	130-257	130-257	131-073
S3	130-112	130-193	131-060
S4	129-287	130-048	131-020

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	131-145	130-020	1-125	1.1%	0-141	0.3%	90%	True	False	905,438
10	131-145	129-260	1-205	1.2%	0-169	0.4%	91%	True	False	993,070
20	131-180	129-260	1-240	1.3%	0-178	0.4%	86%	False	False	1,101,998
40	132-050	129-260	2-110	1.8%	0-179	0.4%	64%	False	False	649,724
60	133-095	129-260	3-155	2.7%	0-173	0.4%	43%	False	False	433,549
80	133-095	129-260	3-155	2.7%	0-157	0.4%	43%	False	False	325,164
100	133-095	128-195	4-220	3.6%	0-126	0.3%	58%	False	False	260,131
120	133-095	128-045	5-050	3.9%	0-105	0.2%	62%	False	False	216,776

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-121
2.618	132-205
1.618	132-060
1.000	131-290
0.618	131-235
HIGH	131-145
0.618	131-090
0.500	131-072
0.382	131-055
LOW	131-000
0.618	130-230
1.000	130-175
1.618	130-085
2.618	129-260
4.250	129-024

Fisher Pivots for day following 26-Sep-2016
Pivot	1 day	3 day
R1	131-091	131-073
PP	131-082	131-045
S1	131-072	131-018

Download as Excel Spreadsheet

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

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