ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	122-052	121-285	-0-087	-0.2%	121-102
High	122-070	122-072	0-002	0.0%	122-285
Low	121-285	121-247	-0-038	-0.1%	120-260
Close	122-027	122-052	0-025	0.1%	121-245
Range	0-105	0-145	0-040	38.1%	2-025
ATR	0-136	0-137	0-001	0.5%	0-000
Volume	515,071	870,206	355,135	68.9%	3,526,864

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-132	123-077	122-132
R3	122-307	122-252	122-092
R2	122-162	122-162	122-079
R1	122-107	122-107	122-065	122-134
PP	122-017	122-017	122-017	122-031
S1	121-282	121-282	122-039	121-310
S2	121-192	121-192	122-025
S3	121-047	121-137	122-012
S4	120-222	120-312	121-292

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%	0-234	0.6%	65%	False	False	809,767
10	122-285	120-260	2-025	1.7%	0-154	0.4%	65%	False	False	665,926
20	122-285	120-030	2-255	2.3%	0-132	0.3%	74%	False	False	680,582
40	122-285	119-235	3-050	2.6%	0-112	0.3%	77%	False	False	520,674
60	122-285	119-235	3-050	2.6%	0-090	0.2%	77%	False	False	348,724
80	122-285	119-035	3-250	3.1%	0-068	0.2%	81%	False	False	261,673
100	122-285	119-035	3-250	3.1%	0-054	0.1%	81%	False	False	209,338
120	122-285	118-175	4-110	3.6%	0-045	0.1%	83%	False	False	174,448

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-048
2.618	123-132
1.618	122-307
1.000	122-217
0.618	122-162
HIGH	122-072
0.618	122-017
0.500	122-000
0.382	121-302
LOW	121-247
0.618	121-157
1.000	121-102
1.618	121-012
2.618	120-187
4.250	119-271

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	122-034	122-043
PP	122-017	122-035
S1	122-000	122-026

Download as Excel Spreadsheet

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

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