ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	131-115	131-165	0-050	0.1%	130-170
High	131-215	131-200	-0-015	0.0%	131-030
Low	131-045	131-105	0-060	0.1%	130-020
Close	131-170	131-140	-0-030	-0.1%	131-010
Range	0-170	0-095	-0-075	-44.1%	1-010
ATR	0-172	0-167	-0-006	-3.2%	0-000
Volume	1,172,225	1,073,897	-98,328	-8.4%	4,276,158

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-113	132-062	131-192
R3	132-018	131-287	131-166
R2	131-243	131-243	131-157
R1	131-192	131-192	131-149	131-170
PP	131-148	131-148	131-148	131-137
S1	131-097	131-097	131-131	131-075
S2	131-053	131-053	131-123
S3	130-278	131-002	131-114
S4	130-183	130-227	131-088

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	130-210	1-005	0.8%	0-124	0.3%	77%	False	False	974,234
10	131-215	130-020	1-195	1.2%	0-147	0.3%	85%	False	False	967,953
20	131-215	129-260	1-275	1.4%	0-175	0.4%	87%	False	False	1,104,494
40	132-040	129-260	2-100	1.8%	0-177	0.4%	70%	False	False	705,775
60	133-095	129-260	3-155	2.7%	0-173	0.4%	47%	False	False	470,935
80	133-095	129-260	3-155	2.7%	0-161	0.4%	47%	False	False	353,241
100	133-095	128-195	4-220	3.6%	0-129	0.3%	60%	False	False	282,592
120	133-095	128-045	5-050	3.9%	0-107	0.3%	64%	False	False	235,494

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-284
2.618	132-129
1.618	132-034
1.000	131-295
0.618	131-259
HIGH	131-200
0.618	131-164
0.500	131-152
0.382	131-141
LOW	131-105
0.618	131-046
1.000	131-010
1.618	130-271
2.618	130-176
4.250	130-021

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	131-152	131-129
PP	131-148	131-118
S1	131-144	131-108

Download as Excel Spreadsheet

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

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