ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 28-Jun-2016

Day Change Summary
	Previous	Current
	27-Jun-2016	28-Jun-2016	Change	Change %	Previous Week
Open	121-290	122-097	0-127	0.3%	121-102
High	122-115	122-125	0-010	0.0%	122-285
Low	121-290	122-015	0-045	0.1%	120-260
Close	122-072	122-067	-0-005	0.0%	121-245
Range	0-145	0-110	-0-035	-24.1%	2-025
ATR	0-140	0-138	-0-002	-1.5%	0-000
Volume	666,750	516,481	-150,269	-22.5%	3,526,864

Daily Pivots for day following 28-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-079	123-023	122-128
R3	122-289	122-233	122-097
R2	122-179	122-179	122-087
R1	122-123	122-123	122-077	122-096
PP	122-069	122-069	122-069	122-056
S1	122-013	122-013	122-057	121-306
S2	121-279	121-279	122-047
S3	121-169	121-223	122-037
S4	121-059	121-113	122-006

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%	0-215	0.5%	67%	False	False	728,464
10	122-285	120-260	2-025	1.7%	0-158	0.4%	67%	False	False	698,263
20	122-285	119-300	2-305	2.4%	0-128	0.3%	77%	False	False	674,298
40	122-285	119-235	3-050	2.6%	0-110	0.3%	78%	False	False	486,480
60	122-285	119-235	3-050	2.6%	0-087	0.2%	78%	False	False	325,807
80	122-285	119-035	3-250	3.1%	0-065	0.2%	82%	False	False	244,357
100	122-285	119-035	3-250	3.1%	0-052	0.1%	82%	False	False	195,485
120	122-285	118-090	4-195	3.8%	0-043	0.1%	85%	False	False	162,904

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	0-018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-272
2.618	123-093
1.618	122-303
1.000	122-235
0.618	122-193
HIGH	122-125
0.618	122-083
0.500	122-070
0.382	122-057
LOW	122-015
0.618	121-267
1.000	121-225
1.618	121-157
2.618	121-047
4.250	120-188

Fisher Pivots for day following 28-Jun-2016
Pivot	1 day	3 day
R1	122-070	122-029
PP	122-069	121-311
S1	122-068	121-272

Download as Excel Spreadsheet

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

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