ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	121-137	121-225	0-088	0.2%	121-152
High	121-300	121-252	-0-048	-0.1%	121-300
Low	121-125	121-162	0-037	0.1%	121-122
Close	121-222	121-175	-0-047	-0.1%	121-222
Range	0-175	0-090	-0-085	-48.6%	0-178
ATR	0-117	0-115	-0-002	-1.7%	0-000
Volume	576,159	331,154	-245,005	-42.5%	2,396,216

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-146	122-091	121-224
R3	122-056	122-001	121-200
R2	121-286	121-286	121-192
R1	121-231	121-231	121-183	121-214
PP	121-196	121-196	121-196	121-188
S1	121-141	121-141	121-167	121-124
S2	121-106	121-106	121-158
S3	121-016	121-051	121-150
S4	120-246	120-281	121-126

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-109	123-023	122-000
R3	122-251	122-165	121-271
R2	122-073	122-073	121-255
R1	121-307	121-307	121-238	122-030
PP	121-215	121-215	121-215	121-236
S1	121-129	121-129	121-206	121-172
S2	121-037	121-037	121-189
S3	120-179	120-271	121-173
S4	120-001	120-093	121-124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-300	121-125	0-175	0.4%	0-115	0.3%	29%	False	False	454,806
10	122-045	121-122	0-243	0.6%	0-109	0.3%	22%	False	False	496,071
20	122-045	121-075	0-290	0.7%	0-107	0.3%	34%	False	False	521,783
40	122-285	120-260	2-025	1.7%	0-126	0.3%	35%	False	False	567,435
60	122-285	119-235	3-050	2.6%	0-117	0.3%	57%	False	False	614,909
80	122-285	119-235	3-050	2.6%	0-108	0.3%	57%	False	False	468,602
100	122-285	119-235	3-050	2.6%	0-090	0.2%	57%	False	False	375,359
120	122-285	119-035	3-250	3.1%	0-075	0.2%	64%	False	False	312,799

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	0-018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-314
2.618	122-168
1.618	122-078
1.000	122-022
0.618	121-308
HIGH	121-252
0.618	121-218
0.500	121-207
0.382	121-196
LOW	121-162
0.618	121-106
1.000	121-072
1.618	121-016
2.618	120-246
4.250	120-100

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	121-207	121-212
PP	121-196	121-200
S1	121-186	121-188

Download as Excel Spreadsheet

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

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