ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 17-May-2016

Day Change Summary
	Previous	Current
	16-May-2016	17-May-2016	Change	Change %	Previous Week
Open	131-010	130-165	-0-165	-0.4%	130-170
High	131-035	130-200	-0-155	-0.4%	131-030
Low	130-155	130-090	-0-065	-0.2%	130-140
Close	130-165	130-130	-0-035	-0.1%	130-310
Range	0-200	0-110	-0-090	-45.0%	0-210
ATR	0-167	0-163	-0-004	-2.5%	0-000
Volume	906,695	1,127,611	220,916	24.4%	5,440,973

Daily Pivots for day following 17-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-150	131-090	130-190
R3	131-040	130-300	130-160
R2	130-250	130-250	130-150
R1	130-190	130-190	130-140	130-165
PP	130-140	130-140	130-140	130-128
S1	130-080	130-080	130-120	130-055
S2	130-030	130-030	130-110
S3	129-240	129-290	130-100
S4	129-130	129-180	130-070

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	130-090	0-265	0.6%	0-146	0.3%	15%	False	True	1,121,554
10	131-065	130-050	1-015	0.8%	0-153	0.4%	24%	False	False	1,130,157
20	131-065	129-020	2-045	1.6%	0-168	0.4%	63%	False	False	1,166,816
40	131-095	128-205	2-210	2.0%	0-165	0.4%	66%	False	False	1,054,641
60	131-140	128-015	3-125	2.6%	0-177	0.4%	70%	False	False	1,106,056
80	132-205	127-240	4-285	3.8%	0-188	0.4%	54%	False	False	843,857

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	132-028
2.618	131-168
1.618	131-058
1.000	130-310
0.618	130-268
HIGH	130-200
0.618	130-158
0.500	130-145
0.382	130-132
LOW	130-090
0.618	130-022
1.000	129-300
1.618	129-232
2.618	129-122
4.250	128-262

Fisher Pivots for day following 17-May-2016
Pivot	1 day	3 day
R1	130-145	130-222
PP	130-140	130-192
S1	130-135	130-161

Download as Excel Spreadsheet

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

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