ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	122-137	122-005	-0-132	-0.3%	122-075
High	122-137	122-027	-0-110	-0.3%	122-220
Low	122-002	121-205	-0-117	-0.3%	121-310
Close	122-010	121-237	-0-093	-0.2%	122-127
Range	0-135	0-142	0-007	5.2%	0-230
ATR	0-138	0-139	0-000	0.2%	0-000
Volume	446,053	664,199	218,146	48.9%	2,291,979

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-049	122-285	121-315
R3	122-227	122-143	121-276
R2	122-085	122-085	121-263
R1	122-001	122-001	121-250	121-292
PP	121-263	121-263	121-263	121-248
S1	121-179	121-179	121-224	121-150
S2	121-121	121-121	121-211
S3	120-299	121-037	121-198
S4	120-157	120-215	121-159

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-162	124-055	122-254
R3	123-252	123-145	122-190
R2	123-022	123-022	122-169
R1	122-235	122-235	122-148	122-288
PP	122-112	122-112	122-112	122-139
S1	122-005	122-005	122-106	122-058
S2	121-202	121-202	122-085
S3	120-292	121-095	122-064
S4	120-062	120-185	122-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-220	121-205	1-015	0.9%	0-136	0.4%	10%	False	True	584,146
10	122-220	121-205	1-015	0.9%	0-135	0.3%	10%	False	True	583,363
20	122-285	120-260	2-025	1.7%	0-146	0.4%	45%	False	False	658,606
40	122-285	119-235	3-050	2.6%	0-123	0.3%	64%	False	False	614,406
60	122-285	119-235	3-050	2.6%	0-104	0.3%	64%	False	False	413,950
80	122-285	119-180	3-105	2.7%	0-081	0.2%	65%	False	False	310,821
100	122-285	119-035	3-250	3.1%	0-064	0.2%	70%	False	False	248,657
120	122-285	119-035	3-250	3.1%	0-054	0.1%	70%	False	False	207,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-310
2.618	123-079
1.618	122-257
1.000	122-169
0.618	122-115
HIGH	122-027
0.618	121-293
0.500	121-276
0.382	121-259
LOW	121-205
0.618	121-117
1.000	121-063
1.618	120-295
2.618	120-153
4.250	119-242

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	121-276	122-028
PP	121-263	121-311
S1	121-250	121-274

Download as Excel Spreadsheet

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

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