ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	121-155	121-175	0-020	0.1%	122-137
High	121-215	121-185	-0-030	-0.1%	122-137
Low	121-145	121-097	-0-048	-0.1%	121-102
Close	121-170	121-122	-0-048	-0.1%	121-117
Range	0-070	0-088	0-018	25.7%	1-035
ATR	0-127	0-124	-0-003	-2.2%	0-000
Volume	410,143	408,906	-1,237	-0.3%	2,998,524

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-079	122-028	121-170
R3	121-311	121-260	121-146
R2	121-223	121-223	121-138
R1	121-172	121-172	121-130	121-154
PP	121-135	121-135	121-135	121-125
S1	121-084	121-084	121-114	121-066
S2	121-047	121-047	121-106
S3	120-279	120-316	121-098
S4	120-191	120-228	121-074

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-010	124-099	121-312
R3	123-295	123-064	121-215
R2	122-260	122-260	121-182
R1	122-029	122-029	121-150	121-287
PP	121-225	121-225	121-225	121-194
S1	120-314	120-314	121-084	120-252
S2	120-190	120-190	121-052
S3	119-155	119-279	121-019
S4	118-120	118-244	120-242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-295	121-092	0-203	0.5%	0-103	0.3%	15%	False	False	499,661
10	122-170	121-092	1-078	1.0%	0-116	0.3%	8%	False	False	537,392
20	122-285	120-260	2-025	1.7%	0-146	0.4%	27%	False	False	600,651
40	122-285	119-235	3-050	2.6%	0-123	0.3%	52%	False	False	668,398
60	122-285	119-235	3-050	2.6%	0-110	0.3%	52%	False	False	464,344
80	122-285	119-235	3-050	2.6%	0-088	0.2%	52%	False	False	348,991
100	122-285	119-035	3-250	3.1%	0-070	0.2%	60%	False	False	279,193
120	122-285	119-035	3-250	3.1%	0-059	0.2%	60%	False	False	232,660

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-239
2.618	122-095
1.618	122-007
1.000	121-273
0.618	121-239
HIGH	121-185
0.618	121-151
0.500	121-141
0.382	121-131
LOW	121-097
0.618	121-043
1.000	121-009
1.618	120-275
2.618	120-187
4.250	120-043

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	121-141	121-154
PP	121-135	121-143
S1	121-128	121-132

Download as Excel Spreadsheet

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

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