ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	129-210	129-215	0-005	0.0%	129-230
High	130-005	130-010	0-005	0.0%	129-300
Low	129-190	129-205	0-015	0.0%	129-105
Close	129-205	129-295	0-090	0.2%	129-255
Range	0-135	0-125	-0-010	-7.4%	0-195
ATR	0-155	0-153	-0-002	-1.4%	0-000
Volume	139,871	122,717	-17,154	-12.3%	7,404,062

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-012	130-278	130-044
R3	130-207	130-153	130-009
R2	130-082	130-082	129-318
R1	130-028	130-028	129-306	130-055
PP	129-277	129-277	129-277	129-290
S1	129-223	129-223	129-284	129-250
S2	129-152	129-152	129-272
S3	129-027	129-098	129-261
S4	128-222	128-293	129-226

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-165	131-085	130-042
R3	130-290	130-210	129-309
R2	130-095	130-095	129-291
R1	130-015	130-015	129-273	130-055
PP	129-220	129-220	129-220	129-240
S1	129-140	129-140	129-237	129-180
S2	129-025	129-025	129-219
S3	128-150	128-265	129-201
S4	127-275	128-070	129-148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-010	129-095	0-235	0.6%	0-142	0.3%	85%	True	False	663,278
10	130-010	129-095	0-235	0.6%	0-131	0.3%	85%	True	False	1,058,150
20	131-065	129-095	1-290	1.5%	0-152	0.4%	33%	False	False	1,134,854
40	131-095	129-020	2-075	1.7%	0-160	0.4%	38%	False	False	1,107,997
60	131-095	128-015	3-080	2.5%	0-166	0.4%	58%	False	False	1,075,318
80	132-205	128-015	4-190	3.5%	0-181	0.4%	41%	False	False	998,649
100	132-205	126-135	6-070	4.8%	0-181	0.4%	56%	False	False	800,539

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	131-221
2.618	131-017
1.618	130-212
1.000	130-135
0.618	130-087
HIGH	130-010
0.618	129-282
0.500	129-268
0.382	129-253
LOW	129-205
0.618	129-128
1.000	129-080
1.618	129-003
2.618	128-198
4.250	127-314

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	129-286	129-268
PP	129-277	129-240
S1	129-268	129-212

Download as Excel Spreadsheet

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

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