ECBOT 10 Year T-Note Future June 2016

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

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	131-015	131-190	0-175	0.4%	131-000
High	131-170	131-250	0-080	0.2%	131-170
Low	131-015	131-155	0-140	0.3%	130-205
Close	131-145	131-220	0-075	0.2%	131-145
Range	0-155	0-095	-0-060	-38.7%	0-285
ATR	0-151	0-148	-0-003	-2.2%	0-000
Volume	14,408	16,567	2,159	15.0%	113,023

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-173	132-132	131-272
R3	132-078	132-037	131-246
R2	131-303	131-303	131-237
R1	131-262	131-262	131-229	131-282
PP	131-208	131-208	131-208	131-219
S1	131-167	131-167	131-211	131-188
S2	131-113	131-113	131-203
S3	131-018	131-072	131-194
S4	130-243	130-297	131-168

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-282	133-178	131-302
R3	132-317	132-213	131-223
R2	132-032	132-032	131-197
R1	131-248	131-248	131-171	131-300
PP	131-067	131-067	131-067	131-092
S1	130-283	130-283	131-119	131-015
S2	130-102	130-102	131-093
S3	129-137	129-318	131-067
S4	128-172	129-033	130-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-250	130-215	1-035	0.8%	0-108	0.3%	92%	True	False	17,819
10	131-250	129-095	2-155	1.9%	0-144	0.3%	96%	True	False	83,936
20	131-250	129-095	2-155	1.9%	0-149	0.4%	96%	True	False	737,407
40	131-250	129-020	2-230	2.1%	0-157	0.4%	97%	True	False	949,178
60	131-250	128-205	3-045	2.4%	0-159	0.4%	97%	True	False	943,851
80	131-250	128-015	3-235	2.8%	0-170	0.4%	97%	True	False	995,730
100	132-205	127-230	4-295	3.7%	0-180	0.4%	81%	False	False	802,261

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-014
2.618	132-179
1.618	132-084
1.000	132-025
0.618	131-309
HIGH	131-250
0.618	131-214
0.500	131-202
0.382	131-191
LOW	131-155
0.618	131-096
1.000	131-060
1.618	131-001
2.618	130-226
4.250	130-071

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	131-214	131-182
PP	131-208	131-145
S1	131-202	131-108

Download as Excel Spreadsheet

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

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