ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 16-Jun-2016

Day Change Summary
	Previous	Current
	15-Jun-2016	16-Jun-2016	Change	Change %	Previous Week
Open	131-215	132-050	0-155	0.4%	131-000
High	132-045	132-175	0-130	0.3%	131-170
Low	131-165	131-315	0-150	0.4%	130-205
Close	131-315	132-050	0-055	0.1%	131-145
Range	0-200	0-180	-0-020	-10.0%	0-285
ATR	0-153	0-154	0-002	1.3%	0-000
Volume	26,636	9,065	-17,571	-66.0%	113,023

Daily Pivots for day following 16-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-293	133-192	132-149
R3	133-113	133-012	132-100
R2	132-253	132-253	132-083
R1	132-152	132-152	132-066	132-140
PP	132-073	132-073	132-073	132-068
S1	131-292	131-292	132-034	131-280
S2	131-213	131-213	132-017
S3	131-033	131-112	132-000
S4	130-173	130-252	131-271

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	132-175	131-015	1-160	1.1%	0-158	0.4%	74%	True	False	20,645
10	132-175	129-280	2-215	2.0%	0-156	0.4%	85%	True	False	27,192
20	132-175	129-095	3-080	2.5%	0-144	0.3%	88%	True	False	542,671
40	132-175	129-020	3-155	2.6%	0-157	0.4%	89%	True	False	870,758
60	132-175	128-205	3-290	3.0%	0-160	0.4%	90%	True	False	898,682
80	132-175	128-015	4-160	3.4%	0-169	0.4%	91%	True	False	974,522
100	132-205	127-280	4-245	3.6%	0-181	0.4%	90%	False	False	802,923

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	0-026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-300
2.618	134-006
1.618	133-146
1.000	133-035
0.618	132-286
HIGH	132-175
0.618	132-106
0.500	132-085
0.382	132-064
LOW	131-315
0.618	131-204
1.000	131-135
1.618	131-024
2.618	130-164
4.250	129-190

Fisher Pivots for day following 16-Jun-2016
Pivot	1 day	3 day
R1	132-085	132-037
PP	132-073	132-023
S1	132-062	132-010

Download as Excel Spreadsheet

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

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