ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	121-125	121-197	0-072	0.2%	121-127
High	121-205	121-235	0-030	0.1%	121-235
Low	121-075	121-122	0-047	0.1%	121-075
Close	121-187	121-157	-0-030	-0.1%	121-157
Range	0-130	0-113	-0-017	-13.1%	0-160
ATR	0-125	0-124	-0-001	-0.7%	0-000
Volume	676,332	510,097	-166,235	-24.6%	2,351,718

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-190	122-127	121-219
R3	122-077	122-014	121-188
R2	121-284	121-284	121-178
R1	121-221	121-221	121-167	121-196
PP	121-171	121-171	121-171	121-159
S1	121-108	121-108	121-147	121-083
S2	121-058	121-058	121-136
S3	120-265	120-315	121-126
S4	120-152	120-202	121-095

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-316	122-236	121-245
R3	122-156	122-076	121-201
R2	121-316	121-316	121-186
R1	121-236	121-236	121-172	121-276
PP	121-156	121-156	121-156	121-176
S1	121-076	121-076	121-142	121-116
S2	120-316	120-316	121-128
S3	120-156	120-236	121-113
S4	119-316	120-076	121-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-235	121-075	0-160	0.4%	0-099	0.3%	51%	True	False	470,343
10	122-137	121-075	1-062	1.0%	0-112	0.3%	21%	False	False	535,024
20	122-285	120-260	2-025	1.7%	0-150	0.4%	33%	False	False	611,035
40	122-285	119-235	3-050	2.6%	0-125	0.3%	56%	False	False	650,833
60	122-285	119-235	3-050	2.6%	0-112	0.3%	56%	False	False	483,863
80	122-285	119-235	3-050	2.6%	0-091	0.2%	56%	False	False	363,821
100	122-285	119-035	3-250	3.1%	0-073	0.2%	63%	False	False	291,057
120	122-285	119-035	3-250	3.1%	0-061	0.2%	63%	False	False	242,547

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	123-075
2.618	122-211
1.618	122-098
1.000	122-028
0.618	121-305
HIGH	121-235
0.618	121-192
0.500	121-178
0.382	121-165
LOW	121-122
0.618	121-052
1.000	121-009
1.618	120-259
2.618	120-146
4.250	119-282

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	121-178	121-156
PP	121-171	121-156
S1	121-164	121-155

Download as Excel Spreadsheet

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

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