ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 31-Aug-2016

Day Change Summary
	Previous	Current
	30-Aug-2016	31-Aug-2016	Change	Change %	Previous Week
Open	121-087	121-082	-0-005	0.0%	121-080
High	121-093	121-120	0-027	0.1%	121-193
Low	121-020	121-045	0-025	0.1%	120-290
Close	121-075	121-080	0-005	0.0%	120-293
Range	0-073	0-075	0-002	3.4%	0-222
ATR	0-102	0-100	-0-002	-1.9%	0-000
Volume	823,266	837,016	13,750	1.7%	4,157,500

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-307	121-268	121-121
R3	121-232	121-193	121-101
R2	121-157	121-157	121-094
R1	121-118	121-118	121-087	121-100
PP	121-082	121-082	121-082	121-072
S1	121-043	121-043	121-073	121-025
S2	121-007	121-007	121-066
S3	120-252	120-288	121-059
S4	120-177	120-213	121-039

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-073	122-245	121-095
R3	122-170	122-023	121-034
R2	121-268	121-268	121-013
R1	121-120	121-120	120-313	121-083
PP	121-045	121-045	121-045	121-026
S1	120-218	120-218	120-272	120-180
S2	120-143	120-143	120-252
S3	119-240	119-315	120-231
S4	119-018	119-093	120-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-173	120-285	0-208	0.5%	0-108	0.3%	55%	False	False	1,109,912
10	121-222	120-285	0-258	0.7%	0-096	0.2%	45%	False	False	680,592
20	122-055	120-285	1-090	1.1%	0-106	0.3%	28%	False	False	349,245
40	122-162	120-285	1-198	1.3%	0-087	0.2%	22%	False	False	175,285
60	122-162	120-253	1-230	1.4%	0-058	0.1%	27%	False	False	116,857
80	122-162	119-260	2-222	2.2%	0-044	0.1%	53%	False	False	87,642
100	122-162	119-260	2-222	2.2%	0-035	0.1%	53%	False	False	70,114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-119
2.618	121-316
1.618	121-241
1.000	121-195
0.618	121-166
HIGH	121-120
0.618	121-091
0.500	121-082
0.382	121-074
LOW	121-045
0.618	120-319
1.000	120-290
1.618	120-244
2.618	120-169
4.250	120-046

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	121-082	121-067
PP	121-082	121-055
S1	121-081	121-042

Download as Excel Spreadsheet

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

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