ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	120-285	121-122	0-157	0.4%	120-255
High	121-077	121-142	0-065	0.2%	121-077
Low	120-285	121-077	0-112	0.3%	120-190
Close	121-065	121-122	0-057	0.1%	121-065
Range	0-112	0-065	-0-047	-42.0%	0-207
ATR	0-095	0-093	-0-001	-1.3%	0-000
Volume	624,453	561,755	-62,698	-10.0%	2,725,878

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-309	121-280	121-158
R3	121-244	121-215	121-140
R2	121-179	121-179	121-134
R1	121-150	121-150	121-128	121-154
PP	121-114	121-114	121-114	121-116
S1	121-085	121-085	121-116	121-090
S2	121-049	121-049	121-110
S3	120-304	121-020	121-104
S4	120-239	120-275	121-086

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-305	122-232	121-179
R3	122-098	122-025	121-122
R2	121-211	121-211	121-103
R1	121-138	121-138	121-084	121-174
PP	121-004	121-004	121-004	121-022
S1	120-251	120-251	121-046	120-288
S2	120-117	120-117	121-027
S3	119-230	120-044	121-008
S4	119-023	119-157	120-271

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-142	120-222	0-240	0.6%	0-071	0.2%	92%	True	False	524,348
10	121-142	119-235	1-227	1.4%	0-099	0.3%	96%	True	False	657,791
20	121-142	119-235	1-227	1.4%	0-101	0.3%	96%	True	False	570,205
40	121-142	119-235	1-227	1.4%	0-083	0.2%	96%	True	False	291,622
60	121-142	119-180	1-282	1.5%	0-059	0.2%	97%	True	False	194,893
80	121-142	119-035	2-107	1.9%	0-044	0.1%	97%	True	False	146,170
100	121-142	119-035	2-107	1.9%	0-035	0.1%	97%	True	False	116,936
120	121-142	117-067	4-075	3.5%	0-029	0.1%	99%	True	False	97,446

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-098
2.618	121-312
1.618	121-247
1.000	121-207
0.618	121-182
HIGH	121-142
0.618	121-117
0.500	121-110
0.382	121-102
LOW	121-077
0.618	121-037
1.000	121-012
1.618	120-292
2.618	120-227
4.250	120-121

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	121-118	121-096
PP	121-114	121-070
S1	121-110	121-044

Download as Excel Spreadsheet

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

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