ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	121-222	121-262	0-040	0.1%	122-075
High	121-312	121-295	-0-017	0.0%	122-220
Low	121-222	121-172	-0-050	-0.1%	121-310
Close	121-275	121-215	-0-060	-0.2%	122-127
Range	0-090	0-123	0-033	36.7%	0-230
ATR	0-135	0-134	-0-001	-0.6%	0-000
Volume	555,255	668,022	112,767	20.3%	2,291,979

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-276	122-209	121-283
R3	122-153	122-086	121-249
R2	122-030	122-030	121-238
R1	121-283	121-283	121-226	121-255
PP	121-227	121-227	121-227	121-214
S1	121-160	121-160	121-204	121-132
S2	121-104	121-104	121-192
S3	120-301	121-037	121-181
S4	120-178	120-234	121-147

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	122-170	121-172	0-318	0.8%	0-134	0.3%	14%	False	True	605,409
10	122-220	121-172	1-048	0.9%	0-135	0.3%	12%	False	True	602,536
20	122-285	120-260	2-025	1.7%	0-143	0.4%	41%	False	False	636,961
40	122-285	119-235	3-050	2.6%	0-124	0.3%	61%	False	False	643,034
60	122-285	119-235	3-050	2.6%	0-108	0.3%	61%	False	False	434,173
80	122-285	119-180	3-105	2.7%	0-083	0.2%	63%	False	False	326,112
100	122-285	119-035	3-250	3.1%	0-067	0.2%	68%	False	False	260,890
120	122-285	119-035	3-250	3.1%	0-055	0.1%	68%	False	False	217,408

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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-178
2.618	122-297
1.618	122-174
1.000	122-098
0.618	122-051
HIGH	121-295
0.618	121-248
0.500	121-234
0.382	121-219
LOW	121-172
0.618	121-096
1.000	121-049
1.618	120-293
2.618	120-170
4.250	119-289

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	121-234	121-260
PP	121-227	121-245
S1	121-221	121-230

Download as Excel Spreadsheet

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

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