ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	121-062	121-037	-0-025	-0.1%	121-122
High	121-110	121-087	-0-023	-0.1%	121-307
Low	121-030	121-035	0-005	0.0%	121-077
Close	121-047	121-070	0-023	0.1%	121-160
Range	0-080	0-052	-0-028	-35.0%	0-230
ATR	0-098	0-095	-0-003	-3.4%	0-000
Volume	494,873	443,317	-51,556	-10.4%	3,706,641

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-220	121-197	121-099
R3	121-168	121-145	121-084
R2	121-116	121-116	121-080
R1	121-093	121-093	121-075	121-104
PP	121-064	121-064	121-064	121-070
S1	121-041	121-041	121-065	121-052
S2	121-012	121-012	121-060
S3	120-280	120-309	121-056
S4	120-228	120-257	121-041

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-231	123-106	121-286
R3	123-001	122-196	121-223
R2	122-091	122-091	121-202
R1	121-286	121-286	121-181	122-028
PP	121-181	121-181	121-181	121-213
S1	121-056	121-056	121-139	121-118
S2	120-271	120-271	121-118
S3	120-041	120-146	121-097
S4	119-131	119-236	121-034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-307	121-030	0-277	0.7%	0-075	0.2%	14%	False	False	599,958
10	121-307	120-265	1-042	0.9%	0-090	0.2%	35%	False	False	644,194
20	121-307	119-235	2-072	1.8%	0-098	0.3%	67%	False	False	721,357
40	121-307	119-235	2-072	1.8%	0-092	0.2%	67%	False	False	407,194
60	121-307	119-235	2-072	1.8%	0-070	0.2%	67%	False	False	272,493
80	121-307	119-035	2-272	2.4%	0-052	0.1%	74%	False	False	204,369
100	121-307	119-035	2-272	2.4%	0-042	0.1%	74%	False	False	163,495
120	121-307	117-115	4-192	3.8%	0-035	0.1%	84%	False	False	136,246

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-019
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121-308
2.618	121-223
1.618	121-171
1.000	121-139
0.618	121-119
HIGH	121-087
0.618	121-067
0.500	121-061
0.382	121-055
LOW	121-035
0.618	121-003
1.000	120-303
1.618	120-271
2.618	120-219
4.250	120-134

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	121-067	121-076
PP	121-064	121-074
S1	121-061	121-072

Download as Excel Spreadsheet

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

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