ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	121-230	121-245	0-015	0.0%	121-155
High	121-250	122-025	0-095	0.2%	122-025
Low	121-180	121-140	-0-040	-0.1%	121-082
Close	121-225	122-005	0-100	0.3%	122-005
Range	0-070	0-205	0-135	192.9%	0-263
ATR	0-116	0-122	0-006	5.5%	0-000
Volume	489,570	779,633	290,063	59.2%	2,934,087

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-245	123-170	122-118
R3	123-040	122-285	122-061
R2	122-155	122-155	122-043
R1	122-080	122-080	122-024	122-118
PP	121-270	121-270	121-270	121-289
S1	121-195	121-195	121-306	121-232
S2	121-065	121-065	121-287
S3	120-180	120-310	121-269
S4	119-295	120-105	121-212

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-080	123-305	122-150
R3	123-137	123-042	122-077
R2	122-194	122-194	122-053
R1	122-099	122-099	122-029	122-146
PP	121-251	121-251	121-251	121-274
S1	121-156	121-156	121-301	121-204
S2	120-308	120-308	121-277
S3	120-045	120-213	121-253
S4	119-102	119-270	121-180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-025	121-082	0-263	0.7%	0-115	0.3%	92%	True	False	586,817
10	122-025	121-075	0-270	0.7%	0-107	0.3%	93%	True	False	528,580
20	122-220	121-075	1-145	1.2%	0-121	0.3%	54%	False	False	555,297
40	122-285	120-030	2-255	2.3%	0-126	0.3%	69%	False	False	617,940
60	122-285	119-235	3-050	2.6%	0-115	0.3%	72%	False	False	532,215
80	122-285	119-235	3-050	2.6%	0-098	0.2%	72%	False	False	400,367
100	122-285	119-035	3-250	3.1%	0-079	0.2%	77%	False	False	320,398
120	122-285	119-035	3-250	3.1%	0-066	0.2%	77%	False	False	266,998

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	124-256
2.618	123-242
1.618	123-037
1.000	122-230
0.618	122-152
HIGH	122-025
0.618	121-267
0.500	121-242
0.382	121-218
LOW	121-140
0.618	121-013
1.000	120-255
1.618	120-128
2.618	119-243
4.250	118-229

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	121-298	121-288
PP	121-270	121-251
S1	121-242	121-214

Download as Excel Spreadsheet

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

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