ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	121-245	122-020	0-095	0.2%	121-155
High	122-025	122-022	-0-003	0.0%	122-025
Low	121-140	121-260	0-120	0.3%	121-082
Close	122-005	121-300	-0-025	-0.1%	122-005
Range	0-205	0-082	-0-123	-60.0%	0-263
ATR	0-122	0-120	-0-003	-2.4%	0-000
Volume	779,633	535,397	-244,236	-31.3%	2,934,087

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-227	122-185	122-025
R3	122-145	122-103	122-003
R2	122-063	122-063	121-315
R1	122-021	122-021	121-308	122-001
PP	121-301	121-301	121-301	121-290
S1	121-259	121-259	121-292	121-239
S2	121-219	121-219	121-285
S3	121-137	121-177	121-277
S4	121-055	121-095	121-255

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%	0-119	0.3%	83%	False	False	613,501
10	122-025	121-075	0-270	0.7%	0-106	0.3%	83%	False	False	547,496
20	122-220	121-075	1-145	1.2%	0-117	0.3%	48%	False	False	555,585
40	122-285	120-190	2-095	1.9%	0-122	0.3%	59%	False	False	604,231
60	122-285	119-235	3-050	2.6%	0-115	0.3%	70%	False	False	540,764
80	122-285	119-235	3-050	2.6%	0-098	0.3%	70%	False	False	407,021
100	122-285	119-035	3-250	3.1%	0-079	0.2%	75%	False	False	325,752
120	122-285	119-035	3-250	3.1%	0-066	0.2%	75%	False	False	271,460

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-033
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-050
2.618	122-237
1.618	122-155
1.000	122-104
0.618	122-073
HIGH	122-022
0.618	121-311
0.500	121-301
0.382	121-291
LOW	121-260
0.618	121-209
1.000	121-178
1.618	121-127
2.618	121-045
4.250	120-232

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	121-301	121-281
PP	121-301	121-262
S1	121-300	121-242

Download as Excel Spreadsheet

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

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