ECBOT 5 Year T-Note Future December 2016

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

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	121-158	121-233	0-075	0.2%	121-155
High	121-300	121-250	-0-050	-0.1%	121-300
Low	121-127	121-162	0-035	0.1%	121-118
Close	121-225	121-173	-0-052	-0.1%	121-225
Range	0-173	0-088	-0-085	-49.3%	0-182
ATR	0-099	0-098	-0-001	-0.8%	0-000
Volume	25,859	23,602	-2,257	-8.7%	66,064

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-138	122-083	121-221
R3	122-050	121-315	121-197
R2	121-283	121-283	121-189
R1	121-228	121-228	121-181	121-211
PP	121-195	121-195	121-195	121-187
S1	121-140	121-140	121-164	121-124
S2	121-107	121-107	121-156
S3	121-020	121-052	121-148
S4	120-252	120-285	121-124

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-122	123-036	122-005
R3	122-259	122-173	121-275
R2	122-077	122-077	121-258
R1	121-311	121-311	121-242	122-034
PP	121-214	121-214	121-214	121-236
S1	121-128	121-128	121-208	121-171
S2	121-032	121-032	121-192
S3	120-169	120-266	121-175
S4	119-307	120-083	121-125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-300	121-127	0-173	0.4%	0-108	0.3%	26%	False	False	14,639
10	122-055	121-118	0-258	0.7%	0-105	0.3%	21%	False	False	10,610
20	122-055	121-075	0-300	0.8%	0-097	0.2%	33%	False	False	6,007
40	122-162	120-282	1-200	1.3%	0-056	0.1%	40%	False	False	3,065
60	122-162	119-278	2-205	2.2%	0-038	0.1%	63%	False	False	2,043
80	122-162	119-260	2-222	2.2%	0-028	0.1%	64%	False	False	1,532
100	122-162	119-250	2-232	2.2%	0-023	0.1%	64%	False	False	1,226

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

Fibonacci Retracements and Extensions
4.250	122-302
2.618	122-159
1.618	122-072
1.000	122-018
0.618	121-304
HIGH	121-250
0.618	121-217
0.500	121-206
0.382	121-196
LOW	121-162
0.618	121-108
1.000	121-075
1.618	121-021
2.618	120-253
4.250	120-111

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	121-206	121-214
PP	121-195	121-200
S1	121-184	121-186

Download as Excel Spreadsheet

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

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