ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 24-Aug-2016

Day Change Summary
	Previous	Current
	23-Aug-2016	24-Aug-2016	Change	Change %	Previous Week
Open	121-165	121-162	-0-003	0.0%	121-225
High	121-190	121-180	-0-010	0.0%	121-265
Low	121-127	121-135	0-008	0.0%	121-090
Close	121-150	121-152	0-002	0.0%	121-122
Range	0-063	0-045	-0-018	-28.6%	0-175
ATR	0-112	0-107	-0-005	-4.3%	0-000
Volume	554,113	1,337,551	783,438	141.4%	2,706,776

Daily Pivots for day following 24-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-291	121-266	121-177
R3	121-246	121-221	121-164
R2	121-201	121-201	121-160
R1	121-176	121-176	121-156	121-166
PP	121-156	121-156	121-156	121-150
S1	121-131	121-131	121-148	121-121
S2	121-111	121-111	121-144
S3	121-066	121-086	121-140
S4	121-021	121-041	121-127

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	121-222	121-065	0-157	0.4%	0-082	0.2%	55%	False	False	672,417
10	121-300	121-065	0-235	0.6%	0-110	0.3%	37%	False	False	616,636
20	122-045	121-065	0-300	0.8%	0-107	0.3%	29%	False	False	575,023
40	122-220	121-065	1-155	1.2%	0-113	0.3%	18%	False	False	568,062
60	122-285	119-300	2-305	2.4%	0-118	0.3%	52%	False	False	603,474
80	122-285	119-235	3-050	2.6%	0-111	0.3%	55%	False	False	527,271
100	122-285	119-235	3-050	2.6%	0-097	0.3%	55%	False	False	422,709
120	122-285	119-035	3-250	3.1%	0-081	0.2%	63%	False	False	352,259

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	122-051
2.618	121-298
1.618	121-253
1.000	121-225
0.618	121-208
HIGH	121-180
0.618	121-163
0.500	121-158
0.382	121-152
LOW	121-135
0.618	121-107
1.000	121-090
1.618	121-062
2.618	121-017
4.250	120-264

Fisher Pivots for day following 24-Aug-2016
Pivot	1 day	3 day
R1	121-158	121-144
PP	121-156	121-136
S1	121-154	121-128

Download as Excel Spreadsheet

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

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