ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	121-280	122-032	0-072	0.2%	122-020
High	122-045	122-032	-0-013	0.0%	122-045
Low	121-260	121-157	-0-103	-0.3%	121-157
Close	122-022	121-170	-0-172	-0.4%	121-170
Range	0-105	0-195	0-090	85.7%	0-208
ATR	0-114	0-120	0-006	5.1%	0-000
Volume	515,164	722,715	207,551	40.3%	2,768,737

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-171	123-046	121-277
R3	122-296	122-171	121-224
R2	122-101	122-101	121-206
R1	121-296	121-296	121-188	121-261
PP	121-226	121-226	121-226	121-209
S1	121-101	121-101	121-152	121-066
S2	121-031	121-031	121-134
S3	120-156	120-226	121-116
S4	119-281	120-031	121-063

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-215	123-080	121-284
R3	123-007	122-192	121-227
R2	122-119	122-119	121-208
R1	121-304	121-304	121-189	121-268
PP	121-231	121-231	121-231	121-212
S1	121-096	121-096	121-151	121-060
S2	121-023	121-023	121-132
S3	120-135	120-208	121-113
S4	119-247	120-000	121-056

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-045	121-157	0-208	0.5%	0-109	0.3%	6%	False	True	553,747
10	122-045	121-082	0-283	0.7%	0-112	0.3%	31%	False	False	570,282
20	122-137	121-075	1-062	1.0%	0-112	0.3%	25%	False	False	552,653
40	122-285	120-260	2-025	1.7%	0-127	0.3%	35%	False	False	607,529
60	122-285	119-235	3-050	2.6%	0-118	0.3%	57%	False	False	576,289
80	122-285	119-235	3-050	2.6%	0-103	0.3%	57%	False	False	434,902
100	122-285	119-180	3-105	2.7%	0-084	0.2%	59%	False	False	348,085
120	122-285	119-035	3-250	3.1%	0-070	0.2%	64%	False	False	290,071

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-221
2.618	123-223
1.618	123-028
1.000	122-227
0.618	122-153
HIGH	122-032
0.618	121-278
0.500	121-254
0.382	121-231
LOW	121-157
0.618	121-036
1.000	120-282
1.618	120-161
2.618	119-286
4.250	118-288

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	121-254	121-261
PP	121-226	121-231
S1	121-198	121-200

Download as Excel Spreadsheet

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

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