ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	122-075	122-152	0-077	0.2%	121-290
High	122-185	122-220	0-035	0.1%	122-190
Low	122-027	122-097	0-070	0.2%	121-247
Close	122-155	122-112	-0-043	-0.1%	122-045
Range	0-158	0-123	-0-035	-22.2%	0-263
ATR	0-139	0-138	-0-001	-0.8%	0-000
Volume	481,497	600,372	118,875	24.7%	3,098,158

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-192	123-115	122-180
R3	123-069	122-312	122-146
R2	122-266	122-266	122-135
R1	122-189	122-189	122-123	122-166
PP	122-143	122-143	122-143	122-132
S1	122-066	122-066	122-101	122-043
S2	122-020	122-020	122-089
S3	121-217	121-263	122-078
S4	121-094	121-140	122-044

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-203	124-067	122-190
R3	123-260	123-124	122-117
R2	122-317	122-317	122-093
R1	122-181	122-181	122-069	122-249
PP	122-054	122-054	122-054	122-088
S1	121-238	121-238	122-021	121-306
S2	121-111	121-111	121-317
S3	120-168	120-295	121-293
S4	119-225	120-032	121-220

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-220	121-247	0-293	0.7%	0-137	0.3%	63%	True	False	599,359
10	122-285	120-260	2-025	1.7%	0-176	0.4%	74%	False	False	663,911
20	122-285	120-247	2-038	1.7%	0-133	0.3%	74%	False	False	653,526
40	122-285	119-235	3-050	2.6%	0-116	0.3%	83%	False	False	558,863
60	122-285	119-235	3-050	2.6%	0-097	0.2%	83%	False	False	375,525
80	122-285	119-035	3-250	3.1%	0-074	0.2%	86%	False	False	281,817
100	122-285	119-035	3-250	3.1%	0-059	0.2%	86%	False	False	225,453
120	122-285	118-278	4-007	3.3%	0-049	0.1%	87%	False	False	187,878

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	0-023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	124-103
2.618	123-222
1.618	123-099
1.000	123-023
0.618	122-296
HIGH	122-220
0.618	122-173
0.500	122-158
0.382	122-144
LOW	122-097
0.618	122-021
1.000	121-294
1.618	121-218
2.618	121-095
4.250	120-214

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	122-158	122-124
PP	122-143	122-120
S1	122-128	122-116

Download as Excel Spreadsheet

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

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