ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	121-153	121-210	0-058	0.1%	121-075
High	121-222	121-260	0-038	0.1%	121-150
Low	121-138	121-162	0-025	0.1%	120-282
Close	121-195	121-225	0-030	0.1%	121-147
Range	0-085	0-098	0-013	14.7%	0-188
ATR	0-101	0-101	0-000	-0.2%	0-000
Volume	424,972	646,774	221,802	52.2%	2,275,056

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-188	122-144	121-279
R3	122-091	122-047	121-252
R2	121-313	121-313	121-243
R1	121-269	121-269	121-234	121-291
PP	121-216	121-216	121-216	121-227
S1	121-172	121-172	121-216	121-194
S2	121-118	121-118	121-207
S3	121-021	121-074	121-198
S4	120-243	120-297	121-171

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-009	122-266	121-251
R3	122-142	122-078	121-199
R2	121-274	121-274	121-182
R1	121-211	121-211	121-165	121-243
PP	121-087	121-087	121-087	121-103
S1	121-023	121-023	121-130	121-055
S2	120-219	120-219	121-113
S3	120-032	120-156	121-096
S4	119-164	119-288	121-044

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-260	120-282	0-298	0.8%	0-089	0.2%	88%	True	False	533,337
10	121-260	120-282	0-298	0.8%	0-093	0.2%	88%	True	False	509,589
20	121-260	120-265	0-315	0.8%	0-103	0.3%	89%	True	False	585,078
40	122-055	120-265	1-110	1.1%	0-104	0.3%	65%	False	False	425,904
60	122-162	120-265	1-218	1.4%	0-090	0.2%	52%	False	False	284,212
80	122-162	120-238	1-245	1.5%	0-067	0.2%	54%	False	False	213,159
100	122-162	119-260	2-222	2.2%	0-054	0.1%	70%	False	False	170,527
120	122-162	119-260	2-222	2.2%	0-045	0.1%	70%	False	False	142,106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-034
2.618	122-195
1.618	122-098
1.000	122-038
0.618	122-000
HIGH	121-260
0.618	121-223
0.500	121-211
0.382	121-200
LOW	121-162
0.618	121-102
1.000	121-065
1.618	121-005
2.618	120-227
4.250	120-068

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	121-220	121-210
PP	121-216	121-195
S1	121-211	121-180

Download as Excel Spreadsheet

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

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