ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	121-037	121-065	0-028	0.1%	121-122
High	121-087	121-065	-0-022	-0.1%	121-307
Low	121-035	120-282	-0-073	-0.2%	121-077
Close	121-070	120-297	-0-093	-0.2%	121-160
Range	0-052	0-103	0-051	98.1%	0-230
ATR	0-095	0-096	0-001	1.0%	0-000
Volume	443,317	535,444	92,127	20.8%	3,706,641

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-310	121-247	121-034
R3	121-207	121-144	121-005
R2	121-104	121-104	120-316
R1	121-041	121-041	120-306	121-021
PP	121-001	121-001	121-001	120-312
S1	120-258	120-258	120-288	120-238
S2	120-218	120-218	120-278
S3	120-115	120-155	120-269
S4	120-012	120-052	120-240

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	121-217	120-282	0-255	0.7%	0-073	0.2%	6%	False	True	522,086
10	121-307	120-282	1-025	0.9%	0-094	0.2%	4%	False	True	637,763
20	121-307	119-235	2-072	1.8%	0-099	0.3%	54%	False	False	690,631
40	121-307	119-235	2-072	1.8%	0-093	0.2%	54%	False	False	420,276
60	121-307	119-235	2-072	1.8%	0-071	0.2%	54%	False	False	281,417
80	121-307	119-035	2-272	2.4%	0-053	0.1%	64%	False	False	211,062
100	121-307	119-035	2-272	2.4%	0-043	0.1%	64%	False	False	168,850
120	121-307	117-165	4-142	3.7%	0-036	0.1%	77%	False	False	140,708

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	122-183
2.618	122-015
1.618	121-232
1.000	121-168
0.618	121-129
HIGH	121-065
0.618	121-026
0.500	121-014
0.382	121-001
LOW	120-282
0.618	120-218
1.000	120-179
1.618	120-115
2.618	120-012
4.250	119-164

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	121-014	121-036
PP	121-001	121-016
S1	120-309	120-317

Download as Excel Spreadsheet

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

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