ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	120-255	120-232	-0-023	-0.1%	119-275
High	120-270	120-295	0-025	0.1%	120-290
Low	120-190	120-222	0-032	0.1%	119-235
Close	120-252	120-272	0-020	0.1%	120-260
Range	0-080	0-073	-0-007	-8.8%	1-055
ATR	0-102	0-100	-0-002	-2.0%	0-000
Volume	665,889	402,997	-262,892	-39.5%	3,290,285

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-162	121-130	120-312
R3	121-089	121-057	120-292
R2	121-016	121-016	120-285
R1	120-304	120-304	120-279	121-000
PP	120-263	120-263	120-263	120-271
S1	120-231	120-231	120-265	120-247
S2	120-190	120-190	120-259
S3	120-117	120-158	120-252
S4	120-044	120-085	120-232

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-000	123-185	121-146
R3	122-265	122-130	121-043
R2	121-210	121-210	121-009
R1	121-075	121-075	120-294	121-142
PP	120-155	120-155	120-155	120-189
S1	120-020	120-020	120-226	120-088
S2	119-100	119-100	120-191
S3	118-045	118-285	120-157
S4	116-310	117-230	120-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-295	119-300	0-315	0.8%	0-117	0.3%	93%	True	False	682,448
10	120-295	119-235	1-060	1.0%	0-111	0.3%	94%	True	False	829,149
20	121-030	119-235	1-115	1.1%	0-099	0.3%	82%	False	False	464,201
40	121-073	119-235	1-158	1.2%	0-079	0.2%	75%	False	False	236,524
60	121-078	119-035	2-042	1.8%	0-054	0.1%	82%	False	False	157,914
80	121-078	119-035	2-042	1.8%	0-040	0.1%	82%	False	False	118,435
100	121-082	118-278	2-125	2.0%	0-032	0.1%	83%	False	False	94,748
120	121-082	117-067	4-015	3.3%	0-027	0.1%	90%	False	False	78,957

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	0-017
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121-285
2.618	121-166
1.618	121-093
1.000	121-048
0.618	121-020
HIGH	120-295
0.618	120-267
0.500	120-258
0.382	120-250
LOW	120-222
0.618	120-177
1.000	120-149
1.618	120-104
2.618	120-031
4.250	119-232

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	120-268	120-236
PP	120-263	120-199
S1	120-258	120-162

Download as Excel Spreadsheet

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

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