ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	121-197	121-155	-0-042	-0.1%	121-127
High	121-235	121-165	-0-070	-0.2%	121-235
Low	121-122	121-102	-0-020	-0.1%	121-075
Close	121-157	121-127	-0-030	-0.1%	121-157
Range	0-113	0-063	-0-050	-44.2%	0-160
ATR	0-124	0-120	-0-004	-3.5%	0-000
Volume	510,097	401,978	-108,119	-21.2%	2,351,718

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-000	121-287	121-162
R3	121-257	121-224	121-144
R2	121-194	121-194	121-139
R1	121-161	121-161	121-133	121-146
PP	121-131	121-131	121-131	121-124
S1	121-098	121-098	121-121	121-083
S2	121-068	121-068	121-115
S3	121-005	121-035	121-110
S4	120-262	120-292	121-092

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%	0-093	0.2%	33%	False	False	481,491
10	122-027	121-075	0-272	0.7%	0-105	0.3%	19%	False	False	530,616
20	122-220	121-075	1-145	1.2%	0-120	0.3%	11%	False	False	557,117
40	122-285	119-235	3-050	2.6%	0-124	0.3%	53%	False	False	628,487
60	122-285	119-235	3-050	2.6%	0-112	0.3%	53%	False	False	490,398
80	122-285	119-235	3-050	2.6%	0-092	0.2%	53%	False	False	368,846
100	122-285	119-035	3-250	3.1%	0-074	0.2%	60%	False	False	295,077
120	122-285	119-035	3-250	3.1%	0-061	0.2%	60%	False	False	245,897

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-024
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	122-113
2.618	122-010
1.618	121-267
1.000	121-228
0.618	121-204
HIGH	121-165
0.618	121-141
0.500	121-134
0.382	121-126
LOW	121-102
0.618	121-063
1.000	121-039
1.618	121-000
2.618	120-257
4.250	120-154

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	121-134	121-155
PP	121-131	121-146
S1	121-129	121-136

Download as Excel Spreadsheet

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

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