ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 30-Aug-2016

Day Change Summary
	Previous	Current
	29-Aug-2016	30-Aug-2016	Change	Change %	Previous Week
Open	120-302	121-087	0-105	0.3%	121-107
High	121-090	121-095	0-005	0.0%	121-190
Low	120-290	121-022	0-052	0.1%	120-292
Close	121-082	121-075	-0-007	0.0%	120-297
Range	0-120	0-073	-0-047	-39.2%	0-218
ATR	0-111	0-109	-0-003	-2.5%	0-000
Volume	1,133,711	783,594	-350,117	-30.9%	6,402,722

Daily Pivots for day following 30-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-283	121-252	121-115
R3	121-210	121-179	121-095
R2	121-137	121-137	121-088
R1	121-106	121-106	121-082	121-085
PP	121-064	121-064	121-064	121-054
S1	121-033	121-033	121-068	121-012
S2	120-311	120-311	121-062
S3	120-238	120-280	121-055
S4	120-165	120-207	121-035

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-060	122-237	121-097
R3	122-162	122-019	121-037
R2	121-264	121-264	121-017
R1	121-121	121-121	120-317	121-084
PP	121-046	121-046	121-046	121-028
S1	120-223	120-223	120-277	120-186
S2	120-148	120-148	120-257
S3	119-250	120-005	120-237
S4	119-032	119-107	120-177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-180	120-290	0-210	0.5%	0-100	0.3%	50%	False	False	1,459,607
10	121-222	120-290	0-252	0.6%	0-098	0.3%	42%	False	False	1,000,227
20	122-045	120-290	1-075	1.0%	0-107	0.3%	27%	False	False	753,586
40	122-220	120-290	1-250	1.5%	0-110	0.3%	18%	False	False	657,164
60	122-285	120-222	2-063	1.8%	0-117	0.3%	25%	False	False	652,661
80	122-285	119-235	3-050	2.6%	0-112	0.3%	48%	False	False	600,725
100	122-285	119-235	3-050	2.6%	0-101	0.3%	48%	False	False	482,179
120	122-285	119-035	3-250	3.1%	0-085	0.2%	56%	False	False	401,929

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 3 trading days

Fibonacci Retracements and Extensions
4.250	122-085
2.618	121-286
1.618	121-213
1.000	121-168
0.618	121-140
HIGH	121-095
0.618	121-067
0.500	121-058
0.382	121-050
LOW	121-022
0.618	120-297
1.000	120-269
1.618	120-224
2.618	120-151
4.250	120-032

Fisher Pivots for day following 30-Aug-2016
Pivot	1 day	3 day
R1	121-070	121-074
PP	121-064	121-072
S1	121-058	121-071

Download as Excel Spreadsheet

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

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