ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	122-032	121-152	-0-200	-0.5%	122-020
High	122-032	121-175	-0-177	-0.5%	122-045
Low	121-157	121-122	-0-035	-0.1%	121-157
Close	121-170	121-160	-0-010	0.0%	121-170
Range	0-195	0-053	-0-142	-72.8%	0-208
ATR	0-120	0-115	-0-005	-4.0%	0-000
Volume	722,715	453,338	-269,377	-37.3%	2,768,737

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-311	121-289	121-189
R3	121-258	121-236	121-175
R2	121-205	121-205	121-170
R1	121-183	121-183	121-165	121-194
PP	121-152	121-152	121-152	121-158
S1	121-130	121-130	121-155	121-141
S2	121-099	121-099	121-150
S3	121-046	121-077	121-145
S4	120-313	121-024	121-131

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	121-122	0-243	0.6%	0-103	0.3%	16%	False	True	537,335
10	122-045	121-082	0-283	0.7%	0-111	0.3%	28%	False	False	575,418
20	122-045	121-075	0-290	0.7%	0-108	0.3%	29%	False	False	553,017
40	122-285	120-260	2-025	1.7%	0-125	0.3%	33%	False	False	603,251
60	122-285	119-235	3-050	2.6%	0-117	0.3%	56%	False	False	583,251
80	122-285	119-235	3-050	2.6%	0-104	0.3%	56%	False	False	440,463
100	122-285	119-180	3-105	2.7%	0-085	0.2%	58%	False	False	352,619
120	122-285	119-035	3-250	3.1%	0-071	0.2%	63%	False	False	293,849

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-032
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	122-080
2.618	121-314
1.618	121-261
1.000	121-228
0.618	121-208
HIGH	121-175
0.618	121-155
0.500	121-148
0.382	121-142
LOW	121-122
0.618	121-089
1.000	121-069
1.618	121-036
2.618	120-303
4.250	120-217

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	121-156	121-244
PP	121-152	121-216
S1	121-148	121-188

Download as Excel Spreadsheet

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

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