ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 21-Jul-2016

Day Change Summary
	Previous	Current
	20-Jul-2016	21-Jul-2016	Change	Change %	Previous Week
Open	121-175	121-125	-0-050	-0.1%	122-137
High	121-185	121-205	0-020	0.1%	122-137
Low	121-097	121-075	-0-022	-0.1%	121-102
Close	121-122	121-187	0-065	0.2%	121-117
Range	0-088	0-130	0-042	47.7%	1-035
ATR	0-124	0-125	0-000	0.3%	0-000
Volume	408,906	676,332	267,426	65.4%	2,998,524

Daily Pivots for day following 21-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-226	122-176	121-258
R3	122-096	122-046	121-223
R2	121-286	121-286	121-211
R1	121-236	121-236	121-199	121-261
PP	121-156	121-156	121-156	121-168
S1	121-106	121-106	121-175	121-131
S2	121-026	121-026	121-163
S3	120-216	120-296	121-151
S4	120-086	120-166	121-116

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	121-240	121-075	0-165	0.4%	0-104	0.3%	68%	False	True	501,323
10	122-170	121-075	1-095	1.1%	0-119	0.3%	27%	False	True	553,366
20	122-285	120-260	2-025	1.7%	0-150	0.4%	37%	False	False	612,302
40	122-285	119-235	3-050	2.6%	0-124	0.3%	59%	False	False	666,830
60	122-285	119-235	3-050	2.6%	0-112	0.3%	59%	False	False	475,563
80	122-285	119-235	3-050	2.6%	0-090	0.2%	59%	False	False	357,445
100	122-285	119-035	3-250	3.1%	0-072	0.2%	65%	False	False	285,956
120	122-285	119-035	3-250	3.1%	0-060	0.2%	65%	False	False	238,297

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-118
2.618	122-225
1.618	122-095
1.000	122-015
0.618	121-285
HIGH	121-205
0.618	121-155
0.500	121-140
0.382	121-125
LOW	121-075
0.618	120-315
1.000	120-265
1.618	120-185
2.618	120-055
4.250	119-162

Fisher Pivots for day following 21-Jul-2016
Pivot	1 day	3 day
R1	121-171	121-173
PP	121-156	121-159
S1	121-140	121-145

Download as Excel Spreadsheet

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

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