ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 14-Jun-2016

Day Change Summary
	Previous	Current
	13-Jun-2016	14-Jun-2016	Change	Change %	Previous Week
Open	121-122	121-125	0-003	0.0%	120-255
High	121-142	121-210	0-068	0.2%	121-077
Low	121-077	121-105	0-028	0.1%	120-190
Close	121-122	121-130	0-008	0.0%	121-065
Range	0-065	0-105	0-040	61.5%	0-207
ATR	0-093	0-094	0-001	0.9%	0-000
Volume	561,755	872,349	310,594	55.3%	2,725,878

Daily Pivots for day following 14-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-143	122-082	121-188
R3	122-038	121-297	121-159
R2	121-253	121-253	121-149
R1	121-192	121-192	121-140	121-222
PP	121-148	121-148	121-148	121-164
S1	121-087	121-087	121-120	121-118
S2	121-043	121-043	121-111
S3	120-258	120-302	121-101
S4	120-153	120-197	121-072

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	121-210	120-247	0-283	0.7%	0-077	0.2%	72%	True	False	618,219
10	121-210	119-300	1-230	1.4%	0-097	0.2%	85%	True	False	650,333
20	121-210	119-235	1-295	1.6%	0-100	0.3%	87%	True	False	612,990
40	121-210	119-235	1-295	1.6%	0-086	0.2%	87%	True	False	313,403
60	121-210	119-180	2-030	1.7%	0-060	0.2%	88%	True	False	209,432
80	121-210	119-035	2-175	2.1%	0-045	0.1%	90%	True	False	157,074
100	121-210	119-035	2-175	2.1%	0-036	0.1%	90%	True	False	125,659
120	121-210	117-067	4-143	3.7%	0-030	0.1%	94%	True	False	104,716

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-016
2.618	122-165
1.618	122-060
1.000	121-315
0.618	121-275
HIGH	121-210
0.618	121-170
0.500	121-158
0.382	121-145
LOW	121-105
0.618	121-040
1.000	121-000
1.618	120-255
2.618	120-150
4.250	119-299

Fisher Pivots for day following 14-Jun-2016
Pivot	1 day	3 day
R1	121-158	121-116
PP	121-148	121-102
S1	121-139	121-088

Download as Excel Spreadsheet

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

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