ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 15-Jun-2016

Day Change Summary
	Previous	Current
	14-Jun-2016	15-Jun-2016	Change	Change %	Previous Week
Open	121-125	121-120	-0-005	0.0%	120-255
High	121-210	121-257	0-047	0.1%	121-077
Low	121-105	121-077	-0-028	-0.1%	120-190
Close	121-130	121-192	0-062	0.2%	121-065
Range	0-105	0-180	0-075	71.4%	0-207
ATR	0-094	0-100	0-006	6.5%	0-000
Volume	872,349	783,838	-88,511	-10.1%	2,725,878

Daily Pivots for day following 15-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-075	122-314	121-291
R3	122-215	122-134	121-242
R2	122-035	122-035	121-225
R1	121-274	121-274	121-208	121-314
PP	121-175	121-175	121-175	121-196
S1	121-094	121-094	121-176	121-134
S2	120-315	120-315	121-159
S3	120-135	120-234	121-142
S4	119-275	120-054	121-093

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-305	122-232	121-179
R3	122-098	122-025	121-122
R2	121-211	121-211	121-103
R1	121-138	121-138	121-084	121-174
PP	121-004	121-004	121-004	121-022
S1	120-251	120-251	121-046	120-288
S2	120-117	120-117	121-027
S3	119-230	120-044	121-008
S4	119-023	119-157	120-271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-257	120-265	0-312	0.8%	0-104	0.3%	79%	True	False	688,431
10	121-257	119-305	1-272	1.5%	0-106	0.3%	89%	True	False	659,101
20	121-257	119-235	2-022	1.7%	0-105	0.3%	90%	True	False	649,107
40	121-257	119-235	2-022	1.7%	0-090	0.2%	90%	True	False	332,779
60	121-257	119-180	2-077	1.8%	0-063	0.2%	91%	True	False	222,496
80	121-257	119-035	2-222	2.2%	0-047	0.1%	92%	True	False	166,872
100	121-257	119-035	2-222	2.2%	0-038	0.1%	92%	True	False	133,497
120	121-257	117-067	4-190	3.8%	0-032	0.1%	96%	True	False	111,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	124-062
2.618	123-088
1.618	122-228
1.000	122-117
0.618	122-048
HIGH	121-257
0.618	121-188
0.500	121-167
0.382	121-146
LOW	121-077
0.618	120-286
1.000	120-217
1.618	120-106
2.618	119-246
4.250	118-272

Fisher Pivots for day following 15-Jun-2016
Pivot	1 day	3 day
R1	121-184	121-184
PP	121-175	121-175
S1	121-167	121-167

Download as Excel Spreadsheet

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

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