ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	122-020	121-260	-0-080	-0.2%	121-155
High	122-022	121-295	-0-047	-0.1%	122-025
Low	121-260	121-202	-0-058	-0.1%	121-082
Close	121-300	121-270	-0-030	-0.1%	122-005
Range	0-082	0-093	0-011	13.4%	0-263
ATR	0-120	0-118	-0-002	-1.3%	0-000
Volume	535,397	584,631	49,234	9.2%	2,934,087

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-215	122-175	122-001
R3	122-122	122-082	121-296
R2	122-029	122-029	121-287
R1	121-309	121-309	121-279	122-009
PP	121-256	121-256	121-256	121-266
S1	121-216	121-216	121-261	121-236
S2	121-163	121-163	121-253
S3	121-070	121-123	121-244
S4	120-297	121-030	121-219

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%	0-121	0.3%	71%	False	False	600,634
10	122-025	121-075	0-270	0.7%	0-108	0.3%	72%	False	False	564,945
20	122-220	121-075	1-145	1.2%	0-114	0.3%	42%	False	False	560,741
40	122-285	120-222	2-063	1.8%	0-122	0.3%	52%	False	False	602,199
60	122-285	119-235	3-050	2.6%	0-114	0.3%	67%	False	False	549,771
80	122-285	119-235	3-050	2.6%	0-100	0.3%	67%	False	False	414,328
100	122-285	119-035	3-250	3.1%	0-080	0.2%	72%	False	False	331,598
120	122-285	119-035	3-250	3.1%	0-067	0.2%	72%	False	False	276,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-050
2.618	122-218
1.618	122-125
1.000	122-068
0.618	122-032
HIGH	121-295
0.618	121-259
0.500	121-248
0.382	121-238
LOW	121-202
0.618	121-145
1.000	121-109
1.618	121-052
2.618	120-279
4.250	120-127

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	121-263	121-261
PP	121-256	121-252
S1	121-248	121-242

Download as Excel Spreadsheet

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

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