ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	121-155	121-117	-0-038	-0.1%	121-127
High	121-165	121-170	0-005	0.0%	121-235
Low	121-102	121-087	-0-015	0.0%	121-075
Close	121-127	121-135	0-008	0.0%	121-157
Range	0-063	0-083	0-020	31.7%	0-160
ATR	0-120	0-117	-0-003	-2.2%	0-000
Volume	401,978	648,967	246,989	61.4%	2,351,718

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-060	122-020	121-181
R3	121-297	121-257	121-158
R2	121-214	121-214	121-150
R1	121-174	121-174	121-143	121-194
PP	121-131	121-131	121-131	121-140
S1	121-091	121-091	121-127	121-111
S2	121-048	121-048	121-120
S3	120-285	121-008	121-112
S4	120-202	120-245	121-089

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%	0-095	0.2%	38%	False	False	529,256
10	121-312	121-075	0-237	0.6%	0-099	0.3%	25%	False	False	529,093
20	122-220	121-075	1-145	1.2%	0-117	0.3%	13%	False	False	556,228
40	122-285	119-235	3-050	2.6%	0-123	0.3%	53%	False	False	626,024
60	122-285	119-235	3-050	2.6%	0-112	0.3%	53%	False	False	501,197
80	122-285	119-235	3-050	2.6%	0-093	0.2%	53%	False	False	376,958
100	122-285	119-035	3-250	3.1%	0-074	0.2%	61%	False	False	301,566
120	122-285	119-035	3-250	3.1%	0-062	0.2%	61%	False	False	251,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-203
2.618	122-067
1.618	121-304
1.000	121-253
0.618	121-221
HIGH	121-170
0.618	121-138
0.500	121-128
0.382	121-119
LOW	121-087
0.618	121-036
1.000	121-004
1.618	120-273
2.618	120-190
4.250	120-054

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	121-133	121-161
PP	121-131	121-152
S1	121-128	121-144

Download as Excel Spreadsheet

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

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