ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	130-295	130-295	0-000	0.0%	129-160
High	131-015	131-080	0-065	0.2%	131-005
Low	130-275	130-285	0-010	0.0%	129-095
Close	130-285	131-025	0-060	0.1%	130-305
Range	0-060	0-115	0-055	91.7%	1-230
ATR	0-154	0-151	-0-003	-1.8%	0-000
Volume	9,256	13,583	4,327	46.7%	709,779

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-048	131-312	131-088
R3	131-253	131-197	131-057
R2	131-138	131-138	131-046
R1	131-082	131-082	131-036	131-110
PP	131-023	131-023	131-023	131-038
S1	130-287	130-287	131-014	130-315
S2	130-228	130-228	131-004
S3	130-113	130-172	130-313
S4	129-318	130-057	130-282

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-185	134-315	131-288
R3	133-275	133-085	131-136
R2	132-045	132-045	131-086
R1	131-175	131-175	131-035	131-270
PP	130-135	130-135	130-135	130-182
S1	129-265	129-265	130-255	130-040
S2	128-225	128-225	130-204
S3	126-315	128-035	130-154
S4	125-085	126-125	130-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-080	129-280	1-120	1.0%	0-154	0.4%	88%	True	False	33,740
10	131-080	129-095	1-305	1.5%	0-148	0.4%	91%	True	False	348,509
20	131-080	129-095	1-305	1.5%	0-150	0.4%	91%	True	False	859,271
40	131-080	129-020	2-060	1.7%	0-159	0.4%	92%	True	False	995,781
60	131-095	128-015	3-080	2.5%	0-163	0.4%	93%	False	False	986,512
80	131-140	128-015	3-125	2.6%	0-174	0.4%	89%	False	False	997,937
100	132-205	127-165	5-040	3.9%	0-181	0.4%	70%	False	False	802,139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-249
2.618	132-061
1.618	131-266
1.000	131-195
0.618	131-151
HIGH	131-080
0.618	131-036
0.500	131-022
0.382	131-009
LOW	130-285
0.618	130-214
1.000	130-170
1.618	130-099
2.618	129-304
4.250	129-116

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	131-024	131-012
PP	131-023	131-000
S1	131-022	130-308

Download as Excel Spreadsheet

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

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