ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 16-May-2016

Day Change Summary
	Previous	Current
	13-May-2016	16-May-2016	Change	Change %	Previous Week
Open	130-190	131-010	0-140	0.3%	130-170
High	130-315	131-035	0-040	0.1%	131-030
Low	130-175	130-155	-0-020	0.0%	130-140
Close	130-310	130-165	-0-145	-0.3%	130-310
Range	0-140	0-200	0-060	42.9%	0-210
ATR	0-165	0-167	0-003	1.5%	0-000
Volume	1,278,254	906,695	-371,559	-29.1%	5,440,973

Daily Pivots for day following 16-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-185	132-055	130-275
R3	131-305	131-175	130-220
R2	131-105	131-105	130-202
R1	130-295	130-295	130-183	130-260
PP	130-225	130-225	130-225	130-208
S1	130-095	130-095	130-147	130-060
S2	130-025	130-025	130-128
S3	129-145	129-215	130-110
S4	128-265	129-015	130-055

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	131-035	130-155	0-200	0.5%	0-142	0.3%	5%	True	True	1,094,509
10	131-065	129-205	1-180	1.2%	0-168	0.4%	56%	False	False	1,149,584
20	131-065	129-020	2-045	1.6%	0-168	0.4%	68%	False	False	1,161,297
40	131-095	128-205	2-210	2.0%	0-166	0.4%	71%	False	False	1,045,975
60	131-140	128-015	3-125	2.6%	0-177	0.4%	73%	False	False	1,095,005
80	132-205	127-230	4-295	3.8%	0-188	0.4%	57%	False	False	829,796

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133-245
2.618	132-239
1.618	132-039
1.000	131-235
0.618	131-159
HIGH	131-035
0.618	130-279
0.500	130-255
0.382	130-231
LOW	130-155
0.618	130-031
1.000	129-275
1.618	129-151
2.618	128-271
4.250	127-265

Fisher Pivots for day following 16-May-2016
Pivot	1 day	3 day
R1	130-255	130-255
PP	130-225	130-225
S1	130-195	130-195

Download as Excel Spreadsheet

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

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