ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	121-212	121-107	-0-105	-0.3%	121-225
High	121-215	121-177	-0-038	-0.1%	121-265
Low	121-100	121-065	-0-035	-0.1%	121-090
Close	121-122	121-167	0-045	0.1%	121-122
Range	0-115	0-112	-0-003	-2.6%	0-175
ATR	0-116	0-115	0-000	-0.2%	0-000
Volume	530,657	467,875	-62,782	-11.8%	2,706,776

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-152	122-112	121-229
R3	122-040	122-000	121-198
R2	121-248	121-248	121-188
R1	121-208	121-208	121-177	121-228
PP	121-136	121-136	121-136	121-146
S1	121-096	121-096	121-157	121-116
S2	121-024	121-024	121-146
S3	120-232	120-304	121-136
S4	120-120	120-192	121-105

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	121-065	0-200	0.5%	0-116	0.3%	51%	False	True	568,699
10	121-300	121-065	0-235	0.6%	0-115	0.3%	43%	False	True	511,752
20	122-045	121-065	0-300	0.8%	0-113	0.3%	34%	False	True	543,585
40	122-220	121-065	1-155	1.2%	0-117	0.3%	21%	False	True	550,351
60	122-285	119-235	3-050	2.6%	0-120	0.3%	57%	False	False	600,186
80	122-285	119-235	3-050	2.6%	0-112	0.3%	57%	False	False	503,695
100	122-285	119-235	3-050	2.6%	0-096	0.2%	57%	False	False	403,794
120	122-285	119-035	3-250	3.1%	0-080	0.2%	64%	False	False	336,495

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-013
2.618	122-150
1.618	122-038
1.000	121-289
0.618	121-246
HIGH	121-177
0.618	121-134
0.500	121-121
0.382	121-108
LOW	121-065
0.618	120-316
1.000	120-273
1.618	120-204
2.618	120-092
4.250	119-229

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	121-152	121-159
PP	121-136	121-151
S1	121-121	121-144

Download as Excel Spreadsheet

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

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