ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 13-May-2016

Day Change Summary
	Previous	Current
	12-May-2016	13-May-2016	Change	Change %	Previous Week
Open	130-280	130-190	-0-090	-0.2%	130-170
High	130-305	130-315	0-010	0.0%	131-030
Low	130-165	130-175	0-010	0.0%	130-140
Close	130-190	130-310	0-120	0.3%	130-310
Range	0-140	0-140	0-000	0.0%	0-210
ATR	0-167	0-165	-0-002	-1.2%	0-000
Volume	1,190,000	1,278,254	88,254	7.4%	5,440,973

Daily Pivots for day following 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-047	131-318	131-067
R3	131-227	131-178	131-028
R2	131-087	131-087	131-016
R1	131-038	131-038	131-003	131-062
PP	130-267	130-267	130-267	130-279
S1	130-218	130-218	130-297	130-242
S2	130-127	130-127	130-284
S3	129-307	130-078	130-272
S4	129-167	129-258	130-233

Weekly Pivots for week ending 13-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-257	132-173	131-106
R3	132-047	131-283	131-048
R2	131-157	131-157	131-028
R1	131-073	131-073	131-009	131-115
PP	130-267	130-267	130-267	130-288
S1	130-183	130-183	130-291	130-225
S2	130-057	130-057	130-272
S3	129-167	129-293	130-252
S4	128-277	129-083	130-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-030	130-140	0-210	0.5%	0-131	0.3%	81%	False	False	1,088,194
10	131-065	129-200	1-185	1.2%	0-166	0.4%	85%	False	False	1,147,938
20	131-065	129-020	2-045	1.6%	0-166	0.4%	89%	False	False	1,160,949
40	131-095	128-205	2-210	2.0%	0-164	0.4%	88%	False	False	1,047,073
60	131-140	128-015	3-125	2.6%	0-177	0.4%	86%	False	False	1,081,837
80	132-205	127-230	4-295	3.8%	0-188	0.4%	66%	False	False	818,475

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

Fibonacci Retracements and Extensions
4.250	132-270
2.618	132-042
1.618	131-222
1.000	131-135
0.618	131-082
HIGH	130-315
0.618	130-262
0.500	130-245
0.382	130-228
LOW	130-175
0.618	130-088
1.000	130-035
1.618	129-268
2.618	129-128
4.250	128-220

Fisher Pivots for day following 13-May-2016
Pivot	1 day	3 day
R1	130-288	130-292
PP	130-267	130-275
S1	130-245	130-258

Download as Excel Spreadsheet

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

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