ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	122-097	122-052	-0-045	-0.1%	121-102
High	122-125	122-070	-0-055	-0.1%	122-285
Low	122-015	121-285	-0-050	-0.1%	120-260
Close	122-067	122-027	-0-040	-0.1%	121-245
Range	0-110	0-105	-0-005	-4.5%	2-025
ATR	0-138	0-136	-0-002	-1.7%	0-000
Volume	516,481	515,071	-1,410	-0.3%	3,526,864

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-016	122-286	122-085
R3	122-231	122-181	122-056
R2	122-126	122-126	122-046
R1	122-076	122-076	122-037	122-048
PP	122-021	122-021	122-021	122-007
S1	121-291	121-291	122-017	121-264
S2	121-236	121-236	122-008
S3	121-131	121-186	121-318
S4	121-026	121-081	121-289

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%	0-226	0.6%	61%	False	False	742,814
10	122-285	120-260	2-025	1.7%	0-150	0.4%	61%	False	False	671,386
20	122-285	119-305	2-300	2.4%	0-128	0.3%	73%	False	False	665,243
40	122-285	119-235	3-050	2.6%	0-111	0.3%	74%	False	False	499,178
60	122-285	119-235	3-050	2.6%	0-088	0.2%	74%	False	False	334,311
80	122-285	119-035	3-250	3.1%	0-066	0.2%	79%	False	False	250,795
100	122-285	119-035	3-250	3.1%	0-053	0.1%	79%	False	False	200,636
120	122-285	118-162	4-123	3.6%	0-044	0.1%	82%	False	False	167,197

Crabel Price Patterns
NR	True
NR4	True
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	0-016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-196
2.618	123-025
1.618	122-240
1.000	122-175
0.618	122-135
HIGH	122-070
0.618	122-030
0.500	122-018
0.382	122-005
LOW	121-285
0.618	121-220
1.000	121-180
1.618	121-115
2.618	121-010
4.250	120-159

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	122-024	122-045
PP	122-021	122-039
S1	122-018	122-033

Download as Excel Spreadsheet

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

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