ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 08-Jul-2016

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	122-142	122-110	-0-032	-0.1%	122-075
High	122-157	122-170	0-013	0.0%	122-220
Low	122-055	121-310	-0-065	-0.2%	121-310
Close	122-117	122-127	0-010	0.0%	122-127
Range	0-102	0-180	0-078	76.5%	0-230
ATR	0-135	0-139	0-003	2.4%	0-000
Volume	516,592	693,518	176,926	34.2%	2,291,979

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-316	123-241	122-226
R3	123-136	123-061	122-176
R2	122-276	122-276	122-160
R1	122-201	122-201	122-144	122-238
PP	122-096	122-096	122-096	122-114
S1	122-021	122-021	122-110	122-058
S2	121-236	121-236	122-094
S3	121-056	121-161	122-078
S4	120-196	120-301	122-028

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-162	124-055	122-254
R3	123-252	123-145	122-190
R2	123-022	123-022	122-169
R1	122-235	122-235	122-148	122-288
PP	122-112	122-112	122-112	122-139
S1	122-005	122-005	122-106	122-058
S2	121-202	121-202	122-085
S3	120-292	121-095	122-064
S4	120-062	120-185	122-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-220	121-310	0-230	0.6%	0-143	0.4%	60%	False	True	564,325
10	122-285	120-260	2-025	1.7%	0-189	0.5%	76%	False	False	687,046
20	122-285	120-260	2-025	1.7%	0-141	0.4%	76%	False	False	662,404
40	122-285	119-235	3-050	2.6%	0-120	0.3%	84%	False	False	588,107
60	122-285	119-235	3-050	2.6%	0-101	0.3%	84%	False	False	395,651
80	122-285	119-180	3-105	2.7%	0-077	0.2%	85%	False	False	296,943
100	122-285	119-035	3-250	3.1%	0-062	0.2%	87%	False	False	237,554
120	122-285	119-035	3-250	3.1%	0-051	0.1%	87%	False	False	197,962

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	0-030
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	124-295
2.618	124-001
1.618	123-141
1.000	123-030
0.618	122-281
HIGH	122-170
0.618	122-101
0.500	122-080
0.382	122-059
LOW	121-310
0.618	121-199
1.000	121-130
1.618	121-019
2.618	120-159
4.250	119-185

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	122-111	122-120
PP	122-096	122-112
S1	122-080	122-105

Download as Excel Spreadsheet

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

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