ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	121-142	121-230	0-088	0.2%	121-127
High	121-235	121-250	0-015	0.0%	121-235
Low	121-082	121-180	0-098	0.3%	121-075
Close	121-220	121-225	0-005	0.0%	121-157
Range	0-153	0-070	-0-083	-54.2%	0-160
ATR	0-120	0-116	-0-004	-3.0%	0-000
Volume	613,939	489,570	-124,369	-20.3%	2,351,718

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-108	122-077	121-264
R3	122-038	122-007	121-244
R2	121-288	121-288	121-238
R1	121-257	121-257	121-231	121-238
PP	121-218	121-218	121-218	121-209
S1	121-187	121-187	121-219	121-168
S2	121-148	121-148	121-212
S3	121-078	121-117	121-206
S4	121-008	121-047	121-186

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	121-250	121-082	0-168	0.4%	0-096	0.2%	85%	True	False	532,910
10	121-250	121-075	0-175	0.4%	0-100	0.3%	86%	True	False	517,116
20	122-220	121-075	1-145	1.2%	0-118	0.3%	32%	False	False	559,826
40	122-285	119-305	2-300	2.4%	0-123	0.3%	60%	False	False	612,535
60	122-285	119-235	3-050	2.6%	0-113	0.3%	62%	False	False	519,394
80	122-285	119-235	3-050	2.6%	0-096	0.2%	62%	False	False	390,690
100	122-285	119-035	3-250	3.1%	0-077	0.2%	69%	False	False	312,601
120	122-285	119-035	3-250	3.1%	0-064	0.2%	69%	False	False	260,501

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	0-030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-228
2.618	122-113
1.618	122-043
1.000	122-000
0.618	121-293
HIGH	121-250
0.618	121-223
0.500	121-215
0.382	121-207
LOW	121-180
0.618	121-137
1.000	121-110
1.618	121-067
2.618	120-317
4.250	120-202

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	121-222	121-205
PP	121-218	121-186
S1	121-215	121-166

Download as Excel Spreadsheet

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

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