ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 29-Sep-2016

Day Change Summary
	Previous	Current
	28-Sep-2016	29-Sep-2016	Change	Change %	Previous Week
Open	131-165	131-120	-0-045	-0.1%	130-170
High	131-200	131-215	0-015	0.0%	131-030
Low	131-105	131-055	-0-050	-0.1%	130-020
Close	131-140	131-175	0-035	0.1%	131-010
Range	0-095	0-160	0-065	68.4%	1-010
ATR	0-167	0-166	0-000	-0.3%	0-000
Volume	1,073,897	1,165,988	92,091	8.6%	4,276,158

Daily Pivots for day following 29-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-308	132-242	131-263
R3	132-148	132-082	131-219
R2	131-308	131-308	131-204
R1	131-242	131-242	131-190	131-275
PP	131-148	131-148	131-148	131-165
S1	131-082	131-082	131-160	131-115
S2	130-308	130-308	131-146
S3	130-148	130-242	131-131
S4	129-308	130-082	131-087

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	130-275	0-260	0.6%	0-128	0.3%	85%	True	False	992,012
10	131-215	130-020	1-195	1.2%	0-139	0.3%	92%	True	False	945,303
20	131-215	129-260	1-275	1.4%	0-177	0.4%	93%	True	False	1,097,638
40	132-040	129-260	2-100	1.8%	0-179	0.4%	75%	False	False	734,869
60	132-295	129-260	3-035	2.4%	0-173	0.4%	56%	False	False	490,349
80	133-095	129-260	3-155	2.6%	0-163	0.4%	50%	False	False	367,815
100	133-095	128-195	4-220	3.6%	0-130	0.3%	63%	False	False	294,252
120	133-095	128-045	5-050	3.9%	0-109	0.3%	66%	False	False	245,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-255
2.618	132-314
1.618	132-154
1.000	132-055
0.618	131-314
HIGH	131-215
0.618	131-154
0.500	131-135
0.382	131-116
LOW	131-055
0.618	130-276
1.000	130-215
1.618	130-116
2.618	129-276
4.250	129-015

Fisher Pivots for day following 29-Sep-2016
Pivot	1 day	3 day
R1	131-162	131-160
PP	131-148	131-145
S1	131-135	131-130

Download as Excel Spreadsheet

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

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