ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	131-020	131-115	0-095	0.2%	130-170
High	131-145	131-215	0-070	0.2%	131-030
Low	131-000	131-045	0-045	0.1%	130-020
Close	131-100	131-170	0-070	0.2%	131-010
Range	0-145	0-170	0-025	17.3%	1-010
ATR	0-173	0-172	0-000	-0.1%	0-000
Volume	828,179	1,172,225	344,046	41.5%	4,276,158

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-013	132-262	131-264
R3	132-163	132-092	131-217
R2	131-313	131-313	131-201
R1	131-242	131-242	131-186	131-278
PP	131-143	131-143	131-143	131-161
S1	131-072	131-072	131-154	131-108
S2	130-293	130-293	131-139
S3	130-123	130-222	131-123
S4	129-273	130-052	131-077

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	131-215	130-020	1-195	1.2%	0-148	0.4%	91%	True	False	982,476
10	131-215	129-300	1-235	1.3%	0-155	0.4%	92%	True	False	966,232
20	131-215	129-260	1-275	1.4%	0-175	0.4%	92%	True	False	1,098,756
40	132-040	129-260	2-100	1.8%	0-179	0.4%	74%	False	False	678,971
60	133-095	129-260	3-155	2.6%	0-174	0.4%	49%	False	False	453,044
80	133-095	129-260	3-155	2.6%	0-160	0.4%	49%	False	False	339,817
100	133-095	128-195	4-220	3.6%	0-128	0.3%	62%	False	False	271,853
120	133-095	128-045	5-050	3.9%	0-106	0.3%	66%	False	False	226,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-040
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	133-298
2.618	133-020
1.618	132-170
1.000	132-065
0.618	132-000
HIGH	131-215
0.618	131-150
0.500	131-130
0.382	131-110
LOW	131-045
0.618	130-260
1.000	130-195
1.618	130-090
2.618	129-240
4.250	128-282

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	131-157	131-142
PP	131-143	131-113
S1	131-130	131-085

Download as Excel Spreadsheet

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

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