ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 19-Aug-2016

Day Change Summary
	Previous	Current
	18-Aug-2016	19-Aug-2016	Change	Change %	Previous Week
Open	121-160	121-212	0-052	0.1%	121-225
High	121-222	121-215	-0-007	0.0%	121-265
Low	121-145	121-100	-0-045	-0.1%	121-090
Close	121-202	121-122	-0-080	-0.2%	121-122
Range	0-077	0-115	0-038	49.4%	0-175
ATR	0-116	0-116	0-000	0.0%	0-000
Volume	471,892	530,657	58,765	12.5%	2,706,776

Daily Pivots for day following 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-171	122-101	121-185
R3	122-056	121-306	121-154
R2	121-261	121-261	121-143
R1	121-191	121-191	121-133	121-168
PP	121-146	121-146	121-146	121-134
S1	121-076	121-076	121-111	121-054
S2	121-031	121-031	121-101
S3	120-236	120-281	121-090
S4	120-121	120-166	121-059

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-044	122-258	121-218
R3	122-189	122-083	121-170
R2	122-014	122-014	121-154
R1	121-228	121-228	121-138	121-194
PP	121-159	121-159	121-159	121-142
S1	121-053	121-053	121-106	121-018
S2	120-304	120-304	121-090
S3	120-129	120-198	121-074
S4	119-274	120-023	121-026

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-265	121-090	0-175	0.5%	0-111	0.3%	18%	False	False	541,355
10	121-300	121-090	0-210	0.5%	0-110	0.3%	15%	False	False	510,299
20	122-045	121-082	0-283	0.7%	0-111	0.3%	14%	False	False	540,290
40	122-285	120-260	2-025	1.7%	0-131	0.3%	27%	False	False	575,663
60	122-285	119-235	3-050	2.6%	0-120	0.3%	52%	False	False	613,985
80	122-285	119-235	3-050	2.6%	0-112	0.3%	52%	False	False	497,970
100	122-285	119-235	3-050	2.6%	0-095	0.2%	52%	False	False	399,115
120	122-285	119-035	3-250	3.1%	0-079	0.2%	60%	False	False	332,596

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	123-064
2.618	122-196
1.618	122-081
1.000	122-010
0.618	121-286
HIGH	121-215
0.618	121-171
0.500	121-158
0.382	121-144
LOW	121-100
0.618	121-029
1.000	120-305
1.618	120-234
2.618	120-119
4.250	119-251

Fisher Pivots for day following 19-Aug-2016
Pivot	1 day	3 day
R1	121-158	121-156
PP	121-146	121-145
S1	121-134	121-133

Download as Excel Spreadsheet

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

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