ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	121-262	121-137	-0-125	-0.3%	121-152
High	121-280	121-300	0-020	0.1%	121-300
Low	121-127	121-125	-0-002	0.0%	121-122
Close	121-137	121-222	0-085	0.2%	121-222
Range	0-153	0-175	0-022	14.4%	0-178
ATR	0-113	0-117	0-004	3.9%	0-000
Volume	523,886	576,159	52,273	10.0%	2,396,216

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-101	123-016	121-318
R3	122-246	122-161	121-270
R2	122-071	122-071	121-254
R1	121-306	121-306	121-238	122-028
PP	121-216	121-216	121-216	121-237
S1	121-131	121-131	121-206	121-174
S2	121-041	121-041	121-190
S3	120-186	120-276	121-174
S4	120-011	120-101	121-126

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-109	123-023	122-000
R3	122-251	122-165	121-271
R2	122-073	122-073	121-255
R1	121-307	121-307	121-238	122-030
PP	121-215	121-215	121-215	121-236
S1	121-129	121-129	121-206	121-172
S2	121-037	121-037	121-189
S3	120-179	120-271	121-173
S4	120-001	120-093	121-124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-300	121-122	0-178	0.5%	0-108	0.3%	56%	True	False	479,243
10	122-045	121-122	0-243	0.6%	0-108	0.3%	41%	False	False	516,495
20	122-045	121-075	0-290	0.7%	0-108	0.3%	51%	False	False	522,537
40	122-285	120-260	2-025	1.7%	0-126	0.3%	42%	False	False	573,254
60	122-285	119-235	3-050	2.6%	0-117	0.3%	62%	False	False	611,987
80	122-285	119-235	3-050	2.6%	0-108	0.3%	62%	False	False	464,532
100	122-285	119-235	3-050	2.6%	0-089	0.2%	62%	False	False	372,047
120	122-285	119-035	3-250	3.1%	0-075	0.2%	68%	False	False	310,039

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-084
2.618	123-118
1.618	122-263
1.000	122-155
0.618	122-088
HIGH	121-300
0.618	121-233
0.500	121-212
0.382	121-192
LOW	121-125
0.618	121-017
1.000	120-270
1.618	120-162
2.618	119-307
4.250	119-021

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	121-219	121-219
PP	121-216	121-216
S1	121-212	121-212

Download as Excel Spreadsheet

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

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