ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 18-Aug-2016

Day Change Summary
	Previous	Current
	17-Aug-2016	18-Aug-2016	Change	Change %	Previous Week
Open	121-127	121-160	0-033	0.1%	121-152
High	121-202	121-222	0-020	0.1%	121-300
Low	121-090	121-145	0-055	0.1%	121-122
Close	121-140	121-202	0-062	0.2%	121-222
Range	0-112	0-077	-0-035	-31.3%	0-178
ATR	0-118	0-116	-0-003	-2.2%	0-000
Volume	679,695	471,892	-207,803	-30.6%	2,396,216

Daily Pivots for day following 18-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-101	122-068	121-244
R3	122-024	121-311	121-223
R2	121-267	121-267	121-216
R1	121-234	121-234	121-209	121-250
PP	121-190	121-190	121-190	121-198
S1	121-157	121-157	121-195	121-174
S2	121-113	121-113	121-188
S3	121-036	121-080	121-181
S4	120-279	121-003	121-160

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	121-090	0-210	0.5%	0-123	0.3%	53%	False	False	550,455
10	122-032	121-090	0-262	0.7%	0-118	0.3%	43%	False	False	529,505
20	122-045	121-082	0-283	0.7%	0-111	0.3%	42%	False	False	539,262
40	122-285	120-260	2-025	1.7%	0-130	0.3%	39%	False	False	575,782
60	122-285	119-235	3-050	2.6%	0-120	0.3%	60%	False	False	624,307
80	122-285	119-235	3-050	2.6%	0-111	0.3%	60%	False	False	491,488
100	122-285	119-235	3-050	2.6%	0-094	0.2%	60%	False	False	393,808
120	122-285	119-035	3-250	3.1%	0-078	0.2%	67%	False	False	328,174

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-229
2.618	122-104
1.618	122-027
1.000	121-299
0.618	121-270
HIGH	121-222
0.618	121-193
0.500	121-184
0.382	121-174
LOW	121-145
0.618	121-097
1.000	121-068
1.618	121-020
2.618	120-263
4.250	120-138

Fisher Pivots for day following 18-Aug-2016
Pivot	1 day	3 day
R1	121-196	121-194
PP	121-190	121-186
S1	121-184	121-178

Download as Excel Spreadsheet

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

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