ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 27-Jun-2016

Day Change Summary
	Previous	Current
	24-Jun-2016	27-Jun-2016	Change	Change %	Previous Week
Open	120-270	121-290	1-020	0.9%	121-102
High	122-285	122-115	-0-170	-0.4%	122-285
Low	120-260	121-290	1-030	0.9%	120-260
Close	121-245	122-072	0-147	0.4%	121-245
Range	2-025	0-145	-1-200	-78.2%	2-025
ATR	0-137	0-140	0-004	2.8%	0-000
Volume	1,480,328	666,750	-813,578	-55.0%	3,526,864

Daily Pivots for day following 27-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-167	123-105	122-152
R3	123-022	122-280	122-112
R2	122-197	122-197	122-099
R1	122-135	122-135	122-085	122-166
PP	122-052	122-052	122-052	122-068
S1	121-310	121-310	122-059	122-021
S2	121-227	121-227	122-045
S3	121-082	121-165	122-032
S4	120-257	121-020	121-312

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-018	126-317	122-291
R3	125-313	124-292	122-108
R2	123-288	123-288	122-047
R1	122-267	122-267	121-306	123-118
PP	121-263	121-263	121-263	122-029
S1	120-242	120-242	121-184	121-092
S2	119-238	119-238	121-123
S3	117-213	118-217	121-062
S4	115-188	116-192	120-199

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-285	120-260	2-025	1.7%	0-209	0.5%	68%	False	False	724,142
10	122-285	120-260	2-025	1.7%	0-158	0.4%	68%	False	False	733,850
20	122-285	119-235	3-050	2.6%	0-128	0.3%	79%	False	False	695,820
40	122-285	119-235	3-050	2.6%	0-109	0.3%	79%	False	False	473,682
60	122-285	119-235	3-050	2.6%	0-085	0.2%	79%	False	False	317,201
80	122-285	119-035	3-250	3.1%	0-064	0.2%	82%	False	False	237,901
100	122-285	119-035	3-250	3.1%	0-051	0.1%	82%	False	False	190,321
120	122-285	118-018	4-267	4.0%	0-042	0.1%	86%	False	False	158,600

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-091
2.618	123-175
1.618	123-030
1.000	122-260
0.618	122-205
HIGH	122-115
0.618	122-060
0.500	122-042
0.382	122-025
LOW	121-290
0.618	121-200
1.000	121-145
1.618	121-055
2.618	120-230
4.250	119-314

Fisher Pivots for day following 27-Jun-2016
Pivot	1 day	3 day
R1	122-062	122-032
PP	122-052	121-312
S1	122-042	121-272

Download as Excel Spreadsheet

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

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