ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	13-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	131-190	131-230	0-040	0.1%	131-000
High	131-250	132-040	0-110	0.3%	131-170
Low	131-155	131-200	0-045	0.1%	130-205
Close	131-220	131-230	0-010	0.0%	131-145
Range	0-095	0-160	0-065	68.4%	0-285
ATR	0-148	0-149	0-001	0.6%	0-000
Volume	16,567	36,549	19,982	120.6%	113,023

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-103	133-007	131-318
R3	132-263	132-167	131-274
R2	132-103	132-103	131-259
R1	132-007	132-007	131-245	131-310
PP	131-263	131-263	131-263	131-255
S1	131-167	131-167	131-215	131-150
S2	131-103	131-103	131-201
S3	130-263	131-007	131-186
S4	130-103	130-167	131-142

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	132-040	130-275	1-085	1.0%	0-117	0.3%	68%	True	False	18,072
10	132-040	129-190	2-170	1.9%	0-144	0.3%	84%	True	False	49,881
20	132-040	129-095	2-265	2.1%	0-147	0.3%	86%	True	False	693,900
40	132-040	129-020	3-020	2.3%	0-157	0.4%	87%	True	False	927,599
60	132-040	128-205	3-155	2.6%	0-160	0.4%	88%	True	False	928,617
80	132-040	128-015	4-025	3.1%	0-169	0.4%	90%	True	False	994,729
100	132-205	127-230	4-295	3.7%	0-180	0.4%	81%	False	False	802,617

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	134-080
2.618	133-139
1.618	132-299
1.000	132-200
0.618	132-139
HIGH	132-040
0.618	131-299
0.500	131-280
0.382	131-261
LOW	131-200
0.618	131-101
1.000	131-040
1.618	130-261
2.618	130-101
4.250	129-160

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	131-280	131-216
PP	131-263	131-202
S1	131-247	131-188

Download as Excel Spreadsheet

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

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